+427.5%
ORLY vs HST
+133.7%
+293.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +3.6% | -1.0% | +1.8% |
| 30D | +6.3% | +11.2% | -4.9% | +3.9% |
| 3M | -0.4% | +13.1% | -13.5% | -3.1% |
| 6M | +2.8% | +23.9% | -21.1% | -2.1% |
| YTD | +1.1% | +52.3% | -51.2% | -8.1% |
| 1Y | -6.3% | +56.7% | -62.9% | -15.3% |
| 3Y | +38.9% | +87.5% | -48.7% | +18.4% |
| 5Y | +113.1% | +82.8% | +30.3% | +78.1% |
| All | +427.5% | +133.7% | +293.8% | +287.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling