+263.8%
INTC vs HST
+101.4%
+162.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.1% | +9.0% | +9.0% |
| 7D | +17.4% | +2.0% | +15.4% | +16.5% |
| 30D | +2.8% | -5.2% | +8.0% | +5.0% |
| 3M | -5.3% | -6.2% | +1.0% | -3.0% |
| 6M | +140.6% | +20.4% | +120.2% | +122.3% |
| YTD | +183.1% | +30.6% | +152.5% | +152.8% |
| 1Y | +326.8% | +37.4% | +289.4% | +272.5% |
| 3Y | +179.4% | +66.1% | +113.3% | +126.2% |
| 5Y | +111.7% | +73.7% | +38.0% | +66.3% |
| All | +263.8% | +101.4% | +162.5% | +165.1% |
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