+169.3%
AEP vs HST
+97.7%
+71.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.0% | +2.0% | 0.0% | +1.7% |
| 30D | +0.5% | -5.2% | +5.8% | +1.2% |
| 3M | -0.3% | -6.2% | +5.9% | +0.4% |
| 6M | -3.5% | +20.4% | -23.9% | -5.9% |
| YTD | +11.3% | +30.6% | -19.4% | +7.2% |
| 1Y | +20.2% | +37.4% | -17.1% | +14.9% |
| 3Y | +79.8% | +66.1% | +13.7% | +65.9% |
| 5Y | +65.6% | +73.7% | -8.1% | +50.0% |
| 10Y | +169.3% | +99.8% | +69.5% | +127.3% |
| All | +169.3% | +97.7% | +71.6% | +127.3% |
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