-63.1%
W vs HST
+74.0%
-137.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.2% |
| 7D | -4.2% | -1.0% | -3.1% | -3.0% |
| 30D | -7.6% | -12.3% | +4.7% | +7.0% |
| 3M | +37.2% | -6.4% | +43.5% | +47.0% |
| 6M | +26.3% | +15.0% | +11.3% | +6.9% |
| YTD | -1.0% | +30.5% | -31.5% | -27.5% |
| 1Y | +20.1% | +35.7% | -15.6% | -16.9% |
| 3Y | +37.8% | +68.4% | -30.6% | -21.0% |
| All | -63.1% | +74.0% | -137.1% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling