+9.8%
O vs HST
+53.7%
-43.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | +3.6% | -4.0% | -0.9% |
| 30D | +8.3% | +9.9% | -1.6% | +6.6% |
| 3M | -4.0% | +12.9% | -16.9% | -5.9% |
| 6M | -2.6% | +22.9% | -25.5% | -5.7% |
| YTD | +9.9% | +52.4% | -42.5% | +2.2% |
| 1Y | +9.8% | +52.5% | -42.7% | +2.3% |
| All | +9.8% | +53.7% | -43.9% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling