+196.2%
W vs HST
+95.1%
+101.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -3.6% | -2.7% | -0.9% | -1.7% |
| 30D | +7.0% | +10.7% | -3.7% | +0.6% |
| 3M | +7.4% | +6.3% | +1.1% | +3.7% |
| 6M | +69.3% | +19.0% | +50.3% | +52.6% |
| YTD | +11.3% | +47.0% | -35.7% | -11.7% |
| 1Y | +13.2% | +53.4% | -40.2% | -12.3% |
| 3Y | +142.0% | +78.0% | +64.0% | +79.5% |
| 5Y | -54.6% | +71.7% | -126.3% | -64.5% |
| 10Y | +243.7% | +146.2% | +97.5% | +112.5% |
| All | +196.2% | +95.1% | +101.1% | +72.4% |
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 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