+120.5%
ETN vs HST
+82.3%
+38.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +3.6% | +3.6% | 0.0% | +2.2% |
| 30D | -13.4% | +11.2% | -24.6% | -16.9% |
| 3M | -21.9% | +13.1% | -35.0% | -25.6% |
| 6M | -12.8% | +23.9% | -36.7% | -20.4% |
| YTD | +12.1% | +52.3% | -40.2% | -6.2% |
| 1Y | +0.8% | +56.7% | -55.8% | -16.8% |
| 3Y | +64.5% | +87.5% | -23.0% | +24.4% |
| All | +120.5% | +82.3% | +38.2% | +66.7% |
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