+57,369.0%
ORLY vs HST
+2,025.1%
+55,343.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | +3.6% | -1.0% | +1.7% |
| 30D | +6.3% | +11.2% | -4.9% | +3.8% |
| 3M | -0.4% | +13.1% | -13.5% | -3.2% |
| 6M | +2.8% | +23.9% | -21.1% | -2.2% |
| YTD | +1.1% | +52.3% | -51.2% | -8.3% |
| 1Y | -6.3% | +56.7% | -62.9% | -15.6% |
| 3Y | +38.9% | +87.5% | -48.7% | +18.2% |
| 5Y | +113.1% | +82.8% | +30.3% | +78.1% |
| 10Y | +426.2% | +134.6% | +291.6% | +293.0% |
| All | +57,369.0% | +2,025.1% | +55,343.9% | +24,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling