+2,396.4%
INFY vs HST
+460.4%
+1,936.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -7.2% | +2.0% | -9.2% | -7.9% |
| 30D | -11.2% | -5.2% | -5.9% | -9.6% |
| 3M | -7.4% | -6.2% | -1.2% | -5.6% |
| 6M | -21.3% | +20.4% | -41.7% | -26.3% |
| YTD | -36.2% | +30.6% | -66.8% | -42.0% |
| 1Y | -31.3% | +37.4% | -68.6% | -38.7% |
| 3Y | -31.1% | +66.1% | -97.2% | -43.3% |
| 5Y | -44.9% | +73.7% | -118.6% | -56.8% |
| 10Y | +83.1% | +99.8% | -16.7% | +23.7% |
| All | +2,396.4% | +460.4% | +1,936.0% | +683.6% |
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