+58.4%
NDAQ vs HST
+74.0%
-15.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | +2.5% | -12.3% | +14.7% | +6.3% |
| 3M | +9.9% | -6.4% | +16.3% | +11.8% |
| 6M | +9.4% | +15.0% | -5.6% | +4.2% |
| YTD | +0.4% | +30.5% | -30.1% | -8.1% |
| 1Y | +4.0% | +35.7% | -31.6% | -6.1% |
| 3Y | +94.4% | +68.4% | +26.0% | +61.8% |
| All | +58.4% | +74.0% | -15.6% | +32.4% |
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