+5,387.7%
O vs HST
+679.3%
+4,708.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -1.9% | -12.3% | +10.4% | +3.2% |
| 3M | +3.8% | -6.4% | +10.2% | +6.3% |
| 6M | -4.7% | +15.0% | -19.8% | -10.6% |
| YTD | +12.5% | +30.5% | -18.0% | 0.0% |
| 1Y | +10.8% | +35.7% | -24.8% | -3.4% |
| 3Y | +28.8% | +68.4% | -39.6% | -0.1% |
| 5Y | +13.2% | +73.1% | -59.9% | -17.4% |
| 10Y | +53.5% | +92.7% | -39.3% | -1.4% |
| All | +5,387.7% | +679.3% | +4,708.5% | +2,014.0% |
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