+990.2%
IBKR vs HST
+110.3%
+879.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.7% |
| 30D | -0.2% | -2.5% | +2.2% | +0.7% |
| 3M | +3.0% | -5.1% | +8.1% | +4.8% |
| 6M | +33.9% | +21.6% | +12.2% | +23.5% |
| YTD | +42.5% | +31.6% | +10.9% | +27.7% |
| 1Y | +44.9% | +36.1% | +8.7% | +27.8% |
| 3Y | +293.0% | +66.5% | +226.5% | +217.3% |
| 5Y | +497.7% | +76.6% | +421.1% | +360.2% |
| All | +990.2% | +110.3% | +879.9% | +637.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling