+5,241.4%
O vs HST
+777.9%
+4,463.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +3.7% | -2.7% | +6.4% | +4.8% |
| 30D | +11.2% | +10.7% | +0.5% | +6.5% |
| 3M | -4.0% | +6.3% | -10.2% | -6.5% |
| 6M | -5.2% | +19.0% | -24.2% | -12.2% |
| YTD | +9.5% | +47.0% | -37.6% | -7.4% |
| 1Y | +10.6% | +53.4% | -42.8% | -8.2% |
| 3Y | +38.1% | +78.0% | -39.9% | +4.9% |
| 5Y | +10.2% | +71.7% | -61.5% | -19.1% |
| 10Y | +71.4% | +146.2% | -74.8% | -0.6% |
| All | +5,241.4% | +777.9% | +4,463.4% | +1,857.4% |
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