-39.0%
U vs HST
+141.5%
-180.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.8% | -1.0% | -2.8% | -3.2% |
| 30D | +17.5% | -12.3% | +29.7% | +26.2% |
| 3M | +38.7% | -6.4% | +45.1% | +42.8% |
| 6M | +104.4% | +15.0% | +89.4% | +83.4% |
| YTD | -5.7% | +30.5% | -36.2% | -21.8% |
| 1Y | +3.7% | +35.7% | -32.0% | -16.5% |
| 3Y | +12.3% | +68.4% | -56.1% | -19.1% |
| 5Y | -68.8% | +73.1% | -141.9% | -75.7% |
| All | -39.0% | +141.5% | -180.6% | -44.1% |
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 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