+54,688.5%
ORLY vs HST
+1,721.2%
+52,967.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | -1.0% | +0.3% | -0.5% |
| 30D | -5.9% | -12.3% | +6.3% | -3.3% |
| 3M | -0.6% | -6.4% | +5.8% | +0.7% |
| 6M | -6.8% | +15.0% | -21.8% | -9.8% |
| YTD | -3.6% | +30.5% | -34.1% | -9.5% |
| 1Y | -16.3% | +35.7% | -52.0% | -22.2% |
| 3Y | +39.1% | +68.4% | -29.2% | +21.2% |
| 5Y | +125.4% | +73.1% | +52.3% | +90.5% |
| 10Y | +366.5% | +92.7% | +273.8% | +263.8% |
| All | +54,688.5% | +1,721.2% | +52,967.3% | +23,698.5% |
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 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