+149.6%
IBM vs HST
+142.8%
+6.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | -2.7% | -2.3% | -4.3% |
| 30D | +11.1% | +10.7% | +0.4% | +8.0% |
| 3M | +5.7% | +6.3% | -0.5% | +3.9% |
| 6M | +10.1% | +19.0% | -8.9% | +4.4% |
| YTD | -15.6% | +47.0% | -62.6% | -24.8% |
| 1Y | -19.5% | +53.4% | -73.0% | -29.2% |
| 3Y | +80.4% | +78.0% | +2.4% | +50.3% |
| 5Y | +140.0% | +71.7% | +68.3% | +96.0% |
| All | +149.6% | +142.8% | +6.8% | +94.4% |
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