+54.8%
EFA vs HST
+72.4%
-17.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | -0.7% | -5.2% | +4.5% | +0.9% |
| 3M | +6.4% | -6.2% | +12.6% | +8.3% |
| 6M | +11.4% | +20.4% | -9.1% | +4.7% |
| YTD | +14.0% | +30.6% | -16.6% | +4.3% |
| 1Y | +20.2% | +37.4% | -17.1% | +8.0% |
| 3Y | +68.2% | +66.1% | +2.1% | +39.3% |
| 5Y | +54.8% | +73.7% | -18.9% | +24.7% |
| All | +54.8% | +72.4% | -17.6% | +24.7% |
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