-63.7%
XYZ vs HST
+82.3%
-146.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | -1.1% | +3.6% | -4.6% | -4.3% |
| 30D | +11.5% | +11.2% | +0.3% | +1.1% |
| 3M | +1.8% | +13.1% | -11.3% | -9.2% |
| 6M | +21.2% | +23.9% | -2.7% | -1.5% |
| YTD | +29.9% | +52.3% | -22.3% | -13.5% |
| 1Y | +35.8% | +56.7% | -20.9% | -12.5% |
| 3Y | +62.6% | +87.5% | -24.9% | -16.1% |
| All | -63.7% | +82.3% | -146.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling