+19.3%
EFA vs HST
+37.9%
-18.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -1.3% | -2.8% | +1.4% | -0.6% |
| 3M | +5.2% | -6.5% | +11.7% | +6.6% |
| 6M | +9.4% | +20.7% | -11.4% | +2.5% |
| YTD | +12.7% | +30.5% | -17.7% | +4.3% |
| 1Y | +19.3% | +36.8% | -17.5% | +9.3% |
| All | +19.3% | +37.9% | -18.6% | +9.3% |
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 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