+147.5%
IBM vs HST
+83.0%
+64.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | +6.8% | +9.9% | -3.2% | +4.4% |
| 3M | +4.4% | +12.9% | -8.5% | +1.4% |
| 6M | +13.2% | +22.9% | -9.7% | +7.2% |
| YTD | -15.1% | +52.4% | -67.5% | -23.8% |
| 1Y | -20.2% | +52.5% | -72.7% | -28.4% |
| 3Y | +79.3% | +87.4% | -8.1% | +51.9% |
| 5Y | +147.5% | +82.9% | +64.5% | +110.3% |
| All | +147.5% | +83.0% | +64.4% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling