+65.9%
EW vs HST
+87.2%
-21.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | +3.6% | +1.3% | +4.2% |
| 30D | +23.9% | +11.2% | +12.7% | +21.5% |
| 3M | +15.8% | +13.1% | +2.7% | +13.1% |
| 6M | +31.7% | +23.9% | +7.7% | +25.5% |
| YTD | +25.7% | +52.3% | -26.6% | +14.1% |
| 1Y | +24.4% | +56.7% | -32.2% | +12.1% |
| 3Y | +65.9% | +87.5% | -21.6% | +36.8% |
| All | +65.9% | +87.2% | -21.3% | +36.8% |
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