-19.4%
INFY vs HST
+87.2%
-106.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.7% | +3.6% | -5.3% | -2.7% |
| 30D | +7.1% | +11.2% | -4.2% | +3.2% |
| 3M | -1.0% | +13.1% | -14.1% | -5.0% |
| 6M | +5.9% | +23.9% | -18.0% | -1.6% |
| YTD | -29.5% | +52.3% | -81.8% | -38.6% |
| 1Y | -26.0% | +56.7% | -82.6% | -36.1% |
| 3Y | -19.4% | +87.5% | -106.9% | -38.5% |
| All | -19.4% | +87.2% | -106.6% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling