+20.7%
XYZ vs HST
+76.4%
-55.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.3% | +14.0% | +14.7% |
| 7D | +16.5% | +3.3% | +13.2% | +14.9% |
| 30D | +15.0% | +16.4% | -1.4% | +7.8% |
| 3M | +3.5% | +5.5% | -1.9% | +0.8% |
| 6M | +21.9% | +31.1% | -9.3% | +10.0% |
| YTD | +34.6% | +55.9% | -21.3% | +18.8% |
| 1Y | +20.7% | +75.6% | -54.9% | +8.1% |
| All | +20.7% | +76.4% | -55.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling