+30.4%
EQIX vs HST
+72.4%
-42.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | +2.0% | -0.7% | +0.7% |
| 30D | +0.3% | -5.2% | +5.6% | +2.0% |
| 3M | -1.6% | -6.2% | +4.7% | +0.2% |
| 6M | +12.2% | +20.4% | -8.3% | +5.3% |
| YTD | +38.0% | +30.6% | +7.3% | +25.7% |
| 1Y | +38.9% | +37.4% | +1.6% | +24.1% |
| 3Y | +43.8% | +66.1% | -22.3% | +18.6% |
| 5Y | +30.4% | +73.7% | -43.3% | +10.0% |
| All | +30.4% | +72.4% | -42.1% | +10.0% |
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 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