+200.6%
W vs HST
+95.2%
+105.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.7% | -2.6% | -4.6% |
| 7D | -5.6% | -4.2% | -1.4% | -2.8% |
| 30D | +7.5% | +9.6% | -2.0% | +1.8% |
| 3M | +5.4% | -1.1% | +6.5% | +6.3% |
| 6M | +79.4% | +21.1% | +58.3% | +60.0% |
| YTD | +12.9% | +47.1% | -34.2% | -10.4% |
| 1Y | +12.4% | +64.0% | -51.6% | -16.6% |
| 3Y | +128.5% | +77.1% | +51.4% | +70.0% |
| 5Y | -54.0% | +71.8% | -125.7% | -64.0% |
| 10Y | +248.8% | +146.3% | +102.5% | +115.6% |
| All | +200.6% | +95.2% | +105.4% | +74.9% |
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 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