+18.6%
AEP vs HST
+37.9%
-19.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +1.5% | -2.8% | +4.3% | +1.6% |
| 3M | -1.7% | -6.5% | +4.8% | -1.3% |
| 6M | -4.0% | +20.7% | -24.8% | -4.7% |
| YTD | +10.6% | +30.5% | -19.9% | +8.9% |
| 1Y | +18.6% | +36.8% | -18.2% | +15.5% |
| All | +18.6% | +37.9% | -19.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling