-19.5%
IBM vs HST
+57.3%
-76.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.9% |
| 3M | +5.7% | +6.3% | -0.5% | +4.3% |
| 6M | +10.1% | +19.0% | -8.9% | +3.8% |
| YTD | -15.6% | +47.0% | -62.6% | -25.7% |
| 1Y | -19.5% | +53.4% | -73.0% | -29.8% |
| All | -19.5% | +57.3% | -76.8% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling