+37.0%
ORLY vs HST
+65.3%
-28.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -6.7% | -2.8% | -3.9% | -6.4% |
| 3M | -3.8% | -6.5% | +2.7% | -3.2% |
| 6M | -9.0% | +20.7% | -29.7% | -10.5% |
| YTD | -5.6% | +30.5% | -36.1% | -7.9% |
| 1Y | -19.5% | +36.8% | -56.3% | -21.7% |
| All | +37.0% | +65.3% | -28.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling