+26.3%
W vs HST
+16.3%
+10.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.2% |
| 7D | -4.2% | -1.0% | -3.1% | -3.1% |
| 30D | -7.6% | -12.3% | +4.7% | +5.7% |
| 3M | +37.2% | -6.4% | +43.5% | +42.9% |
| 6M | +26.3% | +15.0% | +11.3% | +0.9% |
| All | +26.3% | +16.3% | +10.0% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling