+130.5%
IBM vs HST
+97.2%
+33.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | +0.3% | -12.3% | +12.5% | +3.8% |
| 3M | -21.6% | -6.4% | -15.2% | -20.5% |
| 6M | -4.7% | +15.0% | -19.7% | -9.0% |
| YTD | -19.1% | +30.5% | -49.6% | -25.4% |
| 1Y | -2.5% | +35.7% | -38.2% | -11.3% |
| 3Y | +74.2% | +68.4% | +5.8% | +47.2% |
| 5Y | +113.1% | +73.1% | +40.0% | +73.0% |
| All | +130.5% | +97.2% | +33.4% | +77.9% |
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 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