+82.5%
HST vs Z
+25.1%
+57.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -1.0% | -3.0% | +2.0% | -0.5% |
| 30D | -12.3% | -4.2% | -8.1% | -11.7% |
| 3M | -6.4% | -3.7% | -2.7% | -6.2% |
| 6M | +15.0% | -24.5% | +39.5% | +20.4% |
| YTD | +30.5% | -49.3% | +79.8% | +46.9% |
| 1Y | +35.7% | -58.7% | +94.3% | +58.3% |
| 3Y | +68.4% | -34.1% | +102.5% | +74.5% |
| 5Y | +73.1% | -64.5% | +137.7% | +88.9% |
| 10Y | +92.7% | -0.5% | +93.2% | +45.4% |
| All | +82.5% | +25.1% | +57.4% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling