+109.3%
ORLY vs HST
+84.9%
+24.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -1.9% | -1.3% | -0.7% | -1.8% |
| 30D | +4.5% | +13.4% | -8.9% | +2.6% |
| 3M | -2.2% | +16.7% | -18.9% | -4.4% |
| 6M | -0.9% | +24.0% | -24.9% | -4.0% |
| YTD | -0.7% | +54.0% | -54.7% | -6.8% |
| 1Y | -8.7% | +55.0% | -63.8% | -14.5% |
| 3Y | +37.7% | +89.3% | -51.6% | +23.8% |
| All | +109.3% | +84.9% | +24.4% | +91.1% |
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