+2,926.4%
V vs HST
+154.6%
+2,771.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | +2.0% | -12.3% | +14.2% | +6.1% |
| 3M | +17.4% | -6.4% | +23.7% | +19.5% |
| 6M | +17.5% | +15.0% | +2.5% | +11.8% |
| YTD | +7.6% | +30.5% | -22.9% | -1.9% |
| 1Y | +7.7% | +35.7% | -28.0% | -3.3% |
| 3Y | +54.7% | +68.4% | -13.7% | +27.5% |
| 5Y | +73.0% | +73.1% | -0.1% | +38.4% |
| 10Y | +390.9% | +92.7% | +298.1% | +252.7% |
| All | +2,926.4% | +154.6% | +2,771.9% | +1,564.2% |
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