+7.4%
O vs HST
+82.3%
-74.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.4% | +3.6% | -3.9% | -1.1% |
| 30D | +7.1% | +11.2% | -4.1% | +4.6% |
| 3M | -5.2% | +13.1% | -18.3% | -7.8% |
| 6M | -1.8% | +23.9% | -25.7% | -6.5% |
| YTD | +9.1% | +52.3% | -43.2% | -1.0% |
| 1Y | +9.7% | +56.7% | -47.0% | -1.1% |
| 3Y | +39.1% | +87.5% | -48.4% | +19.0% |
| All | +7.4% | +82.3% | -74.9% | -9.0% |
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 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