+25.2%
NDAQ vs HST
+21.8%
+3.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +17.5% | +14.5% | +3.0% | +16.5% |
| 3M | +15.4% | +15.4% | 0.0% | +14.5% |
| All | +25.2% | +21.8% | +3.4% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling