-21.1%
LOW vs HST
+38.1%
-59.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -7.0% | -12.3% | +5.2% | -1.9% |
| 3M | -0.9% | -6.4% | +5.5% | +1.6% |
| 6M | -20.1% | +15.0% | -35.1% | -26.0% |
| YTD | -13.9% | +30.5% | -44.4% | -23.5% |
| 1Y | -21.1% | +35.7% | -56.8% | -29.3% |
| All | -21.1% | +38.1% | -59.2% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling