+72.6%
XYZ vs HST
+77.0%
-4.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +12.1% | -2.7% | +14.8% | +14.4% |
| 30D | +12.4% | +10.7% | +1.7% | +4.8% |
| 3M | +8.2% | +6.3% | +1.9% | +3.6% |
| 6M | +20.7% | +19.0% | +1.7% | +6.5% |
| YTD | +31.3% | +47.0% | -15.7% | -0.8% |
| 1Y | +20.5% | +53.4% | -32.9% | -12.2% |
| 3Y | +72.6% | +78.0% | -5.4% | +15.0% |
| All | +72.6% | +77.0% | -4.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling