+146.3%
EFA vs HST
+143.8%
+2.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.7% |
| 30D | +1.6% | +13.4% | -11.8% | -2.0% |
| 3M | -3.2% | +16.7% | -19.9% | -7.4% |
| 6M | +2.5% | +24.0% | -21.5% | -3.9% |
| YTD | +10.7% | +54.0% | -43.2% | -2.5% |
| 1Y | +12.8% | +55.0% | -42.3% | -0.9% |
| 3Y | +66.4% | +89.3% | -22.9% | +36.0% |
| 5Y | +51.4% | +85.4% | -34.1% | +21.8% |
| 10Y | +146.3% | +137.1% | +9.2% | +78.3% |
| All | +146.3% | +143.8% | +2.5% | +78.3% |
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