+319.4%
IR vs HST
+106.8%
+212.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.7% | +2.9% | +0.1% |
| 7D | +2.3% | -4.2% | +6.5% | +4.5% |
| 30D | +3.3% | +9.6% | -6.2% | -1.4% |
| 3M | -9.0% | -1.1% | -7.9% | -8.8% |
| 6M | +8.0% | +21.1% | -13.1% | -2.6% |
| YTD | +3.4% | +47.1% | -43.7% | -15.4% |
| 1Y | +4.5% | +64.0% | -59.5% | -19.4% |
| 3Y | +25.6% | +77.1% | -51.5% | -7.4% |
| 5Y | +43.8% | +71.8% | -27.9% | +4.1% |
| All | +319.4% | +106.8% | +212.6% | +154.0% |
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