-24.7%
LOW vs HST
+37.9%
-62.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -9.3% | -2.8% | -6.5% | -8.2% |
| 3M | -8.1% | -6.5% | -1.6% | -5.8% |
| 6M | -19.8% | +20.7% | -40.5% | -27.1% |
| YTD | -16.4% | +30.5% | -46.8% | -25.9% |
| 1Y | -24.7% | +36.8% | -61.4% | -32.3% |
| All | -24.7% | +37.9% | -62.5% | -32.3% |
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