+142.0%
W vs HST
+77.0%
+65.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | -2.7% | -0.9% | +0.1% |
| 30D | +7.0% | +10.7% | -3.7% | -6.0% |
| 3M | +7.4% | +6.3% | +1.1% | -0.6% |
| 6M | +69.3% | +19.0% | +50.3% | +33.6% |
| YTD | +11.3% | +47.0% | -35.7% | -34.2% |
| 1Y | +13.2% | +53.4% | -40.2% | -36.9% |
| 3Y | +142.0% | +78.0% | +64.0% | +0.8% |
| All | +142.0% | +77.0% | +65.0% | +0.8% |
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