+359.4%
ORLY vs HST
+109.4%
+250.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -7.6% | -0.7% | -7.0% | -7.5% |
| 3M | -5.5% | -4.0% | -1.5% | -4.8% |
| 6M | -9.7% | +20.7% | -30.4% | -13.5% |
| YTD | -6.2% | +31.0% | -37.3% | -11.9% |
| 1Y | -18.6% | +36.2% | -54.9% | -24.3% |
| 3Y | +33.8% | +66.6% | -32.8% | +16.9% |
| 5Y | +116.5% | +75.8% | +40.7% | +81.6% |
| All | +359.4% | +109.4% | +250.0% | +239.8% |
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