+99.5%
U vs HST
+77.0%
+22.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +36.6% | -2.7% | +39.3% | +38.2% |
| 30D | +13.3% | +10.7% | +2.6% | +3.5% |
| 3M | +26.2% | +6.3% | +19.9% | +18.9% |
| 6M | +88.7% | +19.0% | +69.8% | +57.2% |
| YTD | +16.6% | +47.0% | -30.5% | -20.9% |
| 1Y | +29.0% | +53.4% | -24.5% | -16.4% |
| 3Y | +99.5% | +78.0% | +21.5% | +2.5% |
| All | +99.5% | +77.0% | +22.5% | +2.5% |
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 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