+236.1%
EW vs HST
+143.2%
+92.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.3% |
| 7D | +9.3% | +0.6% | +8.7% | +9.0% |
| 30D | +22.1% | +14.5% | +7.6% | +17.8% |
| 3M | +13.0% | +15.4% | -2.4% | +8.7% |
| 6M | +30.1% | +22.0% | +8.1% | +22.9% |
| YTD | +22.0% | +54.9% | -32.8% | +7.9% |
| 1Y | +23.7% | +54.0% | -30.3% | +9.4% |
| 3Y | +62.0% | +90.4% | -28.5% | +33.2% |
| 5Y | -12.4% | +84.2% | -96.7% | -28.6% |
| 10Y | +236.1% | +144.6% | +91.4% | +189.1% |
| All | +236.1% | +143.2% | +92.8% | +189.1% |
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 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