+52.2%
EW vs HST
+77.0%
-24.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | +19.1% | +10.7% | +8.4% | +16.8% |
| 3M | +14.4% | +6.3% | +8.1% | +13.0% |
| 6M | +22.8% | +19.0% | +3.8% | +18.0% |
| YTD | +19.8% | +47.0% | -27.2% | +9.5% |
| 1Y | +23.9% | +53.4% | -29.6% | +12.0% |
| 3Y | +52.2% | +78.0% | -25.8% | +28.6% |
| All | +52.2% | +77.0% | -24.8% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling