+211.0%
AEP vs HST
+133.9%
+77.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +2.5% | +3.6% | -1.2% | +2.0% |
| 30D | +3.4% | +9.9% | -6.5% | +2.1% |
| 3M | +4.2% | +12.9% | -8.7% | +2.5% |
| 6M | -0.8% | +22.9% | -23.7% | -3.5% |
| YTD | +15.2% | +52.4% | -37.2% | +8.8% |
| 1Y | +8.3% | +52.5% | -44.2% | +2.2% |
| 3Y | +84.2% | +87.4% | -3.3% | +67.6% |
| 5Y | +87.8% | +82.9% | +4.9% | +69.3% |
| All | +211.0% | +133.9% | +77.1% | +163.4% |
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 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