+599.6%
XYZ vs HST
+92.5%
+507.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.9% |
| 7D | -1.0% | -1.0% | +0.1% | -0.3% |
| 30D | -1.7% | -12.3% | +10.5% | +6.0% |
| 3M | +16.7% | -6.4% | +23.1% | +21.1% |
| 6M | +26.9% | +15.0% | +11.8% | +16.8% |
| YTD | +27.1% | +30.5% | -3.4% | +8.5% |
| 1Y | +9.3% | +35.7% | -26.4% | -9.5% |
| 3Y | +42.3% | +68.4% | -26.1% | +4.5% |
| 5Y | -69.3% | +73.1% | -142.4% | -76.6% |
| All | +599.6% | +92.5% | +507.1% | +402.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling