+284.6%
IBKR vs HST
+66.0%
+218.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.2% |
| 7D | -3.8% | +0.7% | -4.5% | -4.1% |
| 30D | -0.3% | -0.7% | +0.4% | 0.0% |
| 3M | +4.8% | -4.0% | +8.8% | +6.5% |
| 6M | +30.8% | +20.7% | +10.1% | +16.8% |
| YTD | +39.5% | +31.0% | +8.4% | +19.6% |
| 1Y | +43.7% | +36.2% | +7.4% | +20.4% |
| All | +284.6% | +66.0% | +218.6% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling