+8,872.3%
INTC vs HST
+1,511.7%
+7,360.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.8% | +7.7% |
| 7D | -14.4% | -2.7% | -11.7% | -13.6% |
| 30D | -50.2% | +10.7% | -60.9% | -51.7% |
| 3M | -43.6% | +6.3% | -49.9% | -44.6% |
| 6M | -50.2% | +19.0% | -69.2% | -52.8% |
| YTD | +52.5% | +47.0% | +5.5% | +35.8% |
| 1Y | +51.1% | +53.4% | -2.3% | +32.8% |
| 3Y | +50.3% | +78.0% | -27.7% | +26.7% |
| 5Y | +19.2% | +71.7% | -52.5% | +0.1% |
| 10Y | +105.1% | +146.2% | -41.1% | +46.8% |
| All | +8,872.3% | +1,511.7% | +7,360.6% | +3,061.0% |
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 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