+237.0%
EQIX vs HST
+380.1%
-143.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -1.4% | -12.3% | +10.8% | +2.4% |
| 3M | -4.4% | -6.4% | +1.9% | -2.7% |
| 6M | +7.9% | +15.0% | -7.1% | +3.0% |
| YTD | +37.3% | +30.5% | +6.8% | +25.7% |
| 1Y | +37.8% | +35.7% | +2.1% | +24.3% |
| 3Y | +42.0% | +68.4% | -26.4% | +18.3% |
| 5Y | +29.6% | +73.1% | -43.5% | +4.6% |
| 10Y | +238.3% | +92.7% | +145.6% | +133.8% |
| All | +237.0% | +380.1% | -143.1% | +71.6% |
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 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