+23.9%
IR vs HST
+89.2%
-65.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +1.1% | -1.3% | +2.3% | +1.8% |
| 30D | +7.6% | +13.4% | -5.8% | -0.7% |
| 3M | +0.1% | +16.7% | -16.6% | -9.4% |
| 6M | +14.0% | +24.0% | -10.1% | -1.6% |
| YTD | +7.5% | +54.0% | -46.5% | -19.6% |
| 1Y | +10.1% | +55.0% | -44.9% | -18.0% |
| All | +23.9% | +89.2% | -65.3% | -16.7% |
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