+2,574.6%
IBM vs HST
+1,587.7%
+986.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -1.7% | -1.3% | -0.5% | -1.5% |
| 30D | +10.1% | +13.4% | -3.3% | +7.3% |
| 3M | +4.8% | +16.7% | -11.9% | +1.5% |
| 6M | +12.6% | +24.0% | -11.4% | +7.4% |
| YTD | -13.9% | +54.0% | -67.9% | -21.5% |
| 1Y | -18.7% | +55.0% | -73.7% | -26.0% |
| 3Y | +81.9% | +89.3% | -7.4% | +57.6% |
| 5Y | +148.3% | +85.4% | +62.9% | +111.7% |
| 10Y | +143.6% | +137.1% | +6.5% | +89.9% |
| All | +2,574.6% | +1,587.7% | +986.9% | +1,164.5% |
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