+395.7%
EFA vs HST
+264.7%
+131.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | +0.6% | -1.0% | +1.6% | +0.9% |
| 30D | +0.9% | -12.3% | +13.1% | +4.8% |
| 3M | +4.9% | -6.4% | +11.2% | +6.8% |
| 6M | +8.6% | +15.0% | -6.4% | +3.7% |
| YTD | +14.6% | +30.5% | -15.9% | +5.2% |
| 1Y | +22.6% | +35.7% | -13.0% | +10.9% |
| 3Y | +66.5% | +68.4% | -1.9% | +38.7% |
| 5Y | +54.5% | +73.1% | -18.6% | +24.5% |
| 10Y | +144.8% | +92.7% | +52.0% | +75.7% |
| All | +395.7% | +264.7% | +131.0% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling