+2,521.8%
IBM vs HST
+1,511.7%
+1,010.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | -2.7% | -2.3% | -4.4% |
| 30D | +11.1% | +10.7% | +0.4% | +8.8% |
| 3M | +5.7% | +6.3% | -0.5% | +4.4% |
| 6M | +10.1% | +19.0% | -8.9% | +5.9% |
| YTD | -15.6% | +47.0% | -62.6% | -22.3% |
| 1Y | -19.5% | +53.4% | -73.0% | -26.6% |
| 3Y | +80.4% | +78.0% | +2.4% | +58.3% |
| 5Y | +140.0% | +71.7% | +68.3% | +107.9% |
| 10Y | +155.0% | +146.2% | +8.8% | +97.5% |
| All | +2,521.8% | +1,511.7% | +1,010.1% | +1,151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling