+2,656.6%
INFY vs HST
+553.3%
+2,103.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.7% | +3.6% | -5.3% | -2.8% |
| 30D | +7.1% | +11.2% | -4.2% | +3.1% |
| 3M | -1.0% | +13.1% | -14.1% | -5.1% |
| 6M | +5.9% | +23.9% | -18.0% | -1.9% |
| YTD | -29.5% | +52.3% | -81.8% | -39.2% |
| 1Y | -26.0% | +56.7% | -82.6% | -36.8% |
| 3Y | -19.4% | +87.5% | -106.9% | -36.3% |
| 5Y | -40.9% | +82.8% | -123.7% | -54.5% |
| 10Y | +121.9% | +134.6% | -12.7% | +42.0% |
| All | +2,656.6% | +553.3% | +2,103.3% | +720.9% |
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