+6,438.2%
EW vs HST
+530.3%
+5,907.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.2% |
| 30D | +1.0% | -12.3% | +13.3% | +3.5% |
| 3M | +2.8% | -6.4% | +9.2% | +3.9% |
| 6M | +5.5% | +15.0% | -9.5% | +2.2% |
| YTD | +5.5% | +30.5% | -25.1% | -0.4% |
| 1Y | +11.0% | +35.7% | -24.6% | +3.9% |
| 3Y | +17.7% | +68.4% | -50.7% | +4.5% |
| 5Y | -25.7% | +73.1% | -98.9% | -35.1% |
| 10Y | +132.8% | +92.7% | +40.1% | +90.7% |
| All | +6,438.2% | +530.3% | +5,907.9% | +3,765.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling