+149.9%
IBM vs HST
+144.9%
+5.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.3% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | +8.4% | +11.6% | -3.3% | +5.1% |
| 3M | +4.5% | +9.5% | -5.1% | +1.8% |
| 6M | +7.9% | +18.9% | -11.0% | +2.3% |
| YTD | -15.2% | +51.0% | -66.2% | -25.0% |
| 1Y | -17.6% | +53.0% | -70.6% | -27.4% |
| 3Y | +82.1% | +87.5% | -5.4% | +49.5% |
| 5Y | +143.3% | +76.7% | +66.7% | +97.1% |
| 10Y | +149.9% | +137.9% | +12.0% | +90.6% |
| All | +149.9% | +144.9% | +5.0% | +90.6% |
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