+117.2%
NDAQ vs HST
+87.3%
+29.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.7% | +3.6% | -1.9% | +0.6% |
| 30D | +16.2% | +9.9% | +6.3% | +12.9% |
| 3M | +14.0% | +12.9% | +1.0% | +9.7% |
| 6M | +22.3% | +22.9% | -0.6% | +13.9% |
| YTD | +13.0% | +52.4% | -39.4% | -2.6% |
| 1Y | +24.0% | +52.5% | -28.5% | +6.7% |
| All | +117.2% | +87.3% | +29.9% | +72.2% |
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