+15,172.7%
INTC vs HST
+1,330.6%
+13,842.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.4% |
| 7D | +7.1% | -1.0% | +8.1% | +7.4% |
| 30D | -5.2% | -12.3% | +7.1% | -1.5% |
| 3M | -14.3% | -6.4% | -7.9% | -12.8% |
| 6M | +110.2% | +15.0% | +95.2% | +101.5% |
| YTD | +159.6% | +30.5% | +129.1% | +139.3% |
| 1Y | +289.3% | +35.7% | +253.6% | +254.2% |
| 3Y | +166.1% | +68.4% | +97.7% | +127.4% |
| 5Y | +94.4% | +73.1% | +21.3% | +62.8% |
| 10Y | +227.7% | +92.7% | +135.0% | +151.2% |
| All | +15,172.7% | +1,330.6% | +13,842.1% | +5,469.1% |
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 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