+3,042.5%
EQT vs HST
+1,331.9%
+1,710.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +6.6% | -5.2% | +11.9% | +8.0% |
| 3M | +4.4% | -6.2% | +10.6% | +5.7% |
| 6M | -10.5% | +20.4% | -30.9% | -15.1% |
| YTD | +3.7% | +30.6% | -26.9% | -3.8% |
| 1Y | +9.9% | +37.4% | -27.5% | +0.4% |
| 3Y | +35.4% | +66.1% | -30.8% | +16.6% |
| 5Y | +189.2% | +73.7% | +115.5% | +144.7% |
| 10Y | +50.7% | +99.8% | -49.1% | +17.6% |
| All | +3,042.5% | +1,331.9% | +1,710.5% | +1,525.0% |
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 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