+543.0%
XYZ vs HST
+137.5%
+405.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -0.8% |
| 7D | +9.2% | -4.2% | +13.4% | +12.0% |
| 30D | +9.8% | +9.6% | +0.2% | +4.2% |
| 3M | -0.2% | -1.1% | +0.9% | +0.4% |
| 6M | +18.0% | +21.1% | -3.1% | +5.5% |
| YTD | +29.1% | +47.1% | -18.0% | +3.1% |
| 1Y | +14.1% | +64.0% | -49.9% | -15.1% |
| 3Y | +72.6% | +77.1% | -4.5% | +23.1% |
| 5Y | -64.6% | +71.8% | -136.4% | -73.4% |
| 10Y | +590.0% | +146.3% | +443.7% | +312.6% |
| All | +543.0% | +137.5% | +405.5% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling