+285.1%
EQIX vs HST
+143.2%
+141.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.9% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +2.3% | +14.5% | -12.1% | -0.2% |
| 3M | +1.1% | +15.4% | -14.3% | -1.5% |
| 6M | -1.1% | +22.0% | -23.1% | -4.8% |
| YTD | +39.1% | +54.9% | -15.7% | +27.8% |
| 1Y | +29.5% | +54.0% | -24.5% | +19.0% |
| 3Y | +45.8% | +90.4% | -44.6% | +28.0% |
| 5Y | +48.4% | +84.2% | -35.8% | +30.3% |
| 10Y | +285.1% | +144.6% | +140.4% | +226.6% |
| All | +285.1% | +143.2% | +141.8% | +226.6% |
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