+155.1%
INTC vs HST
+67.0%
+88.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.3% |
| 7D | +7.1% | -1.0% | +8.1% | +7.8% |
| 30D | -5.2% | -12.3% | +7.1% | +2.9% |
| 3M | -14.3% | -6.4% | -7.9% | -11.4% |
| 6M | +110.2% | +15.0% | +95.2% | +89.1% |
| YTD | +159.6% | +30.5% | +129.1% | +114.2% |
| 1Y | +289.3% | +35.7% | +253.6% | +212.0% |
| All | +155.1% | +67.0% | +88.1% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling