+81.1%
ETN vs HST
+65.3%
+15.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.2% | -0.3% | +6.6% | +6.4% |
| 30D | -6.7% | -2.8% | -3.9% | -5.6% |
| 3M | +3.6% | -6.5% | +10.1% | +6.1% |
| 6M | +18.3% | +20.7% | -2.4% | +6.4% |
| YTD | +31.5% | +30.5% | +1.0% | +13.4% |
| 1Y | +20.6% | +36.8% | -16.2% | +1.1% |
| All | +81.1% | +65.3% | +15.8% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling