+118.0%
ORLY vs HST
+75.9%
+42.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 3M | -3.8% | -6.5% | +2.7% | -3.0% |
| 6M | -9.0% | +20.7% | -29.7% | -11.4% |
| YTD | -5.6% | +30.5% | -36.1% | -9.2% |
| 1Y | -19.5% | +36.8% | -56.3% | -23.2% |
| 3Y | +34.7% | +65.9% | -31.2% | +23.4% |
| 5Y | +118.0% | +73.9% | +44.1% | +100.5% |
| All | +118.0% | +75.9% | +42.2% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling