-26.3%
EW vs HST
+74.0%
-100.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | +1.0% | -12.3% | +13.3% | +4.7% |
| 3M | +2.8% | -6.4% | +9.2% | +4.3% |
| 6M | +5.5% | +15.0% | -9.5% | +0.5% |
| YTD | +5.5% | +30.5% | -25.1% | -3.5% |
| 1Y | +11.0% | +35.7% | -24.6% | +0.2% |
| 3Y | +17.7% | +68.4% | -50.7% | -3.2% |
| All | -26.3% | +74.0% | -100.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling