+204.2%
EQT vs HST
+72.0%
+132.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | -1.2% | +0.7% | -1.9% | -1.4% |
| 30D | +1.1% | -0.7% | +1.8% | +1.3% |
| 3M | +4.8% | -4.0% | +8.8% | +5.8% |
| 6M | -10.6% | +20.7% | -31.3% | -17.9% |
| YTD | +3.4% | +31.0% | -27.6% | -8.6% |
| 1Y | +8.7% | +36.2% | -27.6% | -5.8% |
| 3Y | +35.0% | +66.6% | -31.7% | +3.8% |
| 5Y | +204.2% | +75.8% | +128.5% | +119.5% |
| All | +204.2% | +72.0% | +132.2% | +119.5% |
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