+54.0%
HST vs Z
-60.5%
+114.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.5% | +8.1% | +3.4% |
| 7D | +0.6% | -6.5% | +7.0% | +1.6% |
| 30D | +14.5% | -0.1% | +14.6% | +14.3% |
| 3M | +15.4% | -14.1% | +29.5% | +17.3% |
| 6M | +22.0% | -30.1% | +52.0% | +27.1% |
| YTD | +54.9% | -57.5% | +112.4% | +68.8% |
| 1Y | +54.0% | -60.3% | +114.3% | +68.7% |
| All | +54.0% | -60.5% | +114.5% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling