+177.8%
ETN vs HST
+75.9%
+101.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +3.6% | -6.5% | +10.1% | +5.9% |
| 6M | +18.3% | +20.7% | -2.4% | +8.8% |
| YTD | +31.5% | +30.5% | +1.0% | +17.0% |
| 1Y | +20.6% | +36.8% | -16.2% | +4.8% |
| 3Y | +82.5% | +65.9% | +16.7% | +45.2% |
| 5Y | +177.8% | +73.9% | +103.9% | +114.5% |
| All | +177.8% | +75.9% | +101.9% | +114.5% |
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