+37.4%
HST vs Z
-63.3%
+100.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.0% |
| 7D | +2.0% | -3.3% | +5.2% | +2.4% |
| 30D | -5.2% | -3.7% | -1.5% | -4.9% |
| 3M | -6.2% | -7.0% | +0.7% | -5.5% |
| 6M | +20.4% | -29.5% | +50.0% | +25.3% |
| YTD | +30.6% | -52.6% | +83.2% | +41.2% |
| 1Y | +37.4% | -64.0% | +101.4% | +51.6% |
| All | +37.4% | -63.3% | +100.6% | +51.6% |
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