+270.0%
INTC vs HST
+101.1%
+168.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +18.0% | -0.3% | +18.3% | +18.1% |
| 30D | +8.9% | -2.8% | +11.7% | +10.1% |
| 3M | -1.6% | -6.5% | +4.9% | +0.9% |
| 6M | +133.1% | +20.7% | +112.4% | +115.2% |
| YTD | +187.9% | +30.5% | +157.5% | +157.2% |
| 1Y | +334.7% | +36.8% | +297.9% | +280.1% |
| 3Y | +184.2% | +65.9% | +118.3% | +130.1% |
| 5Y | +116.0% | +73.9% | +42.1% | +69.6% |
| 10Y | +270.0% | +107.0% | +162.9% | +169.7% |
| All | +270.0% | +101.1% | +168.9% | +169.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling