+490.7%
IBKR vs HST
+73.7%
+417.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | +4.8% | -4.0% | +8.8% | +6.3% |
| 6M | +30.8% | +20.7% | +10.1% | +19.3% |
| YTD | +39.5% | +31.0% | +8.4% | +22.8% |
| 1Y | +43.7% | +36.2% | +7.4% | +24.0% |
| 3Y | +284.7% | +66.6% | +218.0% | +197.2% |
| All | +490.7% | +73.7% | +417.0% | +335.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling