+71.7%
HST vs Z
-64.8%
+136.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -12.3% | -4.2% | -8.1% | -11.6% |
| 3M | -6.4% | -3.7% | -2.7% | -6.1% |
| 6M | +15.0% | -24.5% | +39.5% | +20.9% |
| YTD | +30.5% | -49.3% | +79.8% | +48.5% |
| 1Y | +35.7% | -58.7% | +94.3% | +60.6% |
| 3Y | +68.4% | -34.1% | +102.5% | +75.2% |
| All | +71.7% | -64.8% | +136.5% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling