+19,963.1%
ETN vs HST
+1,330.6%
+18,632.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +2.0% | -1.0% | +3.0% | +2.3% |
| 30D | -7.9% | -12.3% | +4.3% | -4.5% |
| 3M | -1.6% | -6.4% | +4.7% | 0.0% |
| 6M | +16.9% | +15.0% | +1.9% | +11.7% |
| YTD | +30.1% | +30.5% | -0.4% | +19.7% |
| 1Y | +19.3% | +35.7% | -16.4% | +8.3% |
| 3Y | +82.5% | +68.4% | +14.1% | +54.8% |
| 5Y | +166.8% | +73.1% | +93.7% | +119.8% |
| 10Y | +649.7% | +92.7% | +557.0% | +473.0% |
| All | +19,963.1% | +1,330.6% | +18,632.4% | +9,267.1% |
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