+9.8%
LOW vs HST
+74.0%
-64.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.7% | -1.0% | -0.7% | -1.3% |
| 30D | -7.0% | -12.3% | +5.2% | -2.3% |
| 3M | -0.9% | -6.4% | +5.5% | +1.5% |
| 6M | -20.1% | +15.0% | -35.1% | -24.6% |
| YTD | -13.9% | +30.5% | -44.4% | -22.7% |
| 1Y | -21.1% | +35.7% | -56.8% | -30.4% |
| 3Y | -6.6% | +68.4% | -75.0% | -24.8% |
| All | +9.8% | +74.0% | -64.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling