+65.6%
AEP vs HST
+72.4%
-6.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.0% | +2.0% | 0.0% | +1.8% |
| 30D | +0.5% | -5.2% | +5.8% | +1.1% |
| 3M | -0.3% | -6.2% | +5.9% | +0.3% |
| 6M | -3.5% | +20.4% | -23.9% | -5.7% |
| YTD | +11.3% | +30.6% | -19.4% | +7.5% |
| 1Y | +20.2% | +37.4% | -17.1% | +15.4% |
| 3Y | +79.8% | +66.1% | +13.7% | +66.7% |
| 5Y | +65.6% | +73.7% | -8.1% | +55.8% |
| All | +65.6% | +72.4% | -6.9% | +55.8% |
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