+248.8%
EQIX vs HST
+101.1%
+147.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +0.4% | -2.8% | +3.2% | +1.0% |
| 3M | -1.1% | -6.5% | +5.4% | 0.0% |
| 6M | +11.5% | +20.7% | -9.3% | +7.4% |
| YTD | +38.2% | +30.5% | +7.8% | +31.0% |
| 1Y | +36.7% | +36.8% | -0.1% | +28.1% |
| 3Y | +44.1% | +65.9% | -21.8% | +29.6% |
| 5Y | +34.8% | +73.9% | -39.1% | +20.4% |
| 10Y | +248.8% | +107.0% | +141.8% | +181.0% |
| All | +248.8% | +101.1% | +147.7% | +181.0% |
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