+2,593.6%
NDAQ vs HST
+375.3%
+2,218.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -2.7% | +3.5% | +1.9% |
| 30D | +16.5% | +10.7% | +5.8% | +11.9% |
| 3M | +13.5% | +6.3% | +7.2% | +10.6% |
| 6M | +20.9% | +19.0% | +2.0% | +12.3% |
| YTD | +11.4% | +47.0% | -35.6% | -5.1% |
| 1Y | +25.9% | +53.4% | -27.5% | +5.4% |
| 3Y | +119.9% | +78.0% | +41.8% | +70.5% |
| 5Y | +61.7% | +71.7% | -9.9% | +22.3% |
| 10Y | +481.6% | +146.2% | +335.4% | +228.1% |
| All | +2,593.6% | +375.3% | +2,218.3% | +962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling