-33.2%
INFY vs HST
+66.0%
-99.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | -9.8% | +0.7% | -10.4% | -9.9% |
| 30D | -13.4% | -0.7% | -12.7% | -13.3% |
| 3M | -7.2% | -4.0% | -3.2% | -6.2% |
| 6M | -20.6% | +20.7% | -41.3% | -25.3% |
| YTD | -37.5% | +31.0% | -68.5% | -42.5% |
| 1Y | -33.4% | +36.2% | -69.6% | -39.6% |
| All | -33.2% | +66.0% | -99.2% | -44.5% |
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