+675.9%
ETN vs HST
+109.4%
+566.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | -10.9% | -0.7% | -10.2% | -10.7% |
| 3M | +9.2% | -4.0% | +13.3% | +10.5% |
| 6M | +13.9% | +20.7% | -6.8% | +4.6% |
| YTD | +29.5% | +31.0% | -1.5% | +14.9% |
| 1Y | +14.2% | +36.2% | -22.0% | -0.8% |
| 3Y | +79.9% | +66.6% | +13.2% | +42.3% |
| 5Y | +175.7% | +75.8% | +99.9% | +105.4% |
| All | +675.9% | +109.4% | +566.5% | +389.8% |
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