+266.6%
EW vs HST
+133.9%
+132.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +4.9% | +3.6% | +1.3% | +4.0% |
| 30D | +24.1% | +9.9% | +14.2% | +21.0% |
| 3M | +13.7% | +12.9% | +0.8% | +10.0% |
| 6M | +32.7% | +22.9% | +9.8% | +25.0% |
| YTD | +24.1% | +52.4% | -28.3% | +10.0% |
| 1Y | +23.6% | +52.5% | -28.9% | +9.4% |
| 3Y | +64.8% | +87.4% | -22.7% | +35.7% |
| 5Y | -8.8% | +82.9% | -91.7% | -25.8% |
| All | +266.6% | +133.9% | +132.7% | +189.9% |
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