+106.4%
INTC vs HST
+143.2%
-36.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.2% |
| 7D | -4.0% | +0.6% | -4.6% | -4.1% |
| 30D | -44.5% | +14.5% | -59.0% | -47.4% |
| 3M | -40.4% | +15.4% | -55.8% | -43.8% |
| 6M | -53.5% | +22.0% | -75.5% | -57.3% |
| YTD | +57.5% | +54.9% | +2.7% | +31.3% |
| 1Y | +51.2% | +54.0% | -2.8% | +26.2% |
| 3Y | +51.6% | +90.4% | -38.9% | +16.1% |
| 5Y | +23.5% | +84.2% | -60.8% | -6.0% |
| 10Y | +106.4% | +144.6% | -38.2% | +49.0% |
| All | +106.4% | +143.2% | -36.9% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling