-45.2%
INFY vs HST
+75.9%
-121.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -8.7% | -0.3% | -8.4% | -8.6% |
| 30D | -13.0% | -2.8% | -10.2% | -12.3% |
| 3M | -8.8% | -6.5% | -2.3% | -7.2% |
| 6M | -22.6% | +20.7% | -43.3% | -26.8% |
| YTD | -37.3% | +30.5% | -67.8% | -42.1% |
| 1Y | -33.4% | +36.8% | -70.1% | -39.4% |
| 3Y | -32.3% | +65.9% | -98.2% | -42.7% |
| 5Y | -45.2% | +73.9% | -119.1% | -54.7% |
| All | -45.2% | +75.9% | -121.1% | -54.7% |
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