+1,410.3%
IBKR vs HST
+72.3%
+1,338.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -0.3% | -2.8% | +2.4% | +0.6% |
| 3M | +4.7% | -6.5% | +11.1% | +7.0% |
| 6M | +34.0% | +20.7% | +13.3% | +24.9% |
| YTD | +40.8% | +30.5% | +10.4% | +27.8% |
| 1Y | +45.7% | +36.8% | +9.0% | +29.6% |
| 3Y | +288.4% | +65.9% | +222.5% | +219.9% |
| 5Y | +487.2% | +73.9% | +413.2% | +364.1% |
| 10Y | +991.2% | +107.0% | +884.2% | +652.2% |
| All | +1,410.3% | +72.3% | +1,338.0% | +682.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling