+9.3%
XYZ vs HST
+38.1%
-28.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.0% | -1.0% | +0.1% | -0.5% |
| 30D | -1.7% | -12.3% | +10.5% | +3.6% |
| 3M | +16.7% | -6.4% | +23.1% | +20.1% |
| 6M | +26.9% | +15.0% | +11.8% | +20.4% |
| YTD | +27.1% | +30.5% | -3.4% | +19.2% |
| 1Y | +9.3% | +35.7% | -26.4% | +5.1% |
| All | +9.3% | +38.1% | -28.9% | +5.1% |
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