+2,327.9%
NDAQ vs HST
+321.9%
+2,006.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -2.0% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | +2.5% | -12.3% | +14.7% | +7.5% |
| 3M | +9.9% | -6.4% | +16.3% | +12.3% |
| 6M | +9.4% | +15.0% | -5.6% | +2.9% |
| YTD | +0.4% | +30.5% | -30.1% | -10.3% |
| 1Y | +4.0% | +35.7% | -31.6% | -8.8% |
| 3Y | +94.4% | +68.4% | +26.0% | +54.0% |
| 5Y | +56.7% | +73.1% | -16.4% | +17.8% |
| 10Y | +375.3% | +92.7% | +282.6% | +196.7% |
| All | +2,327.9% | +321.9% | +2,006.0% | +903.4% |
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 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