+7,328.4%
EW vs HST
+610.1%
+6,718.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | -2.7% | +13.7% | +11.6% |
| 30D | +19.1% | +10.7% | +8.4% | +16.7% |
| 3M | +14.4% | +6.3% | +8.1% | +12.8% |
| 6M | +22.8% | +19.0% | +3.8% | +18.2% |
| YTD | +19.8% | +47.0% | -27.2% | +10.5% |
| 1Y | +23.9% | +53.4% | -29.6% | +13.2% |
| 3Y | +52.2% | +78.0% | -25.8% | +33.6% |
| 5Y | -13.9% | +71.7% | -85.6% | -24.8% |
| 10Y | +241.9% | +146.2% | +95.7% | +167.3% |
| All | +7,328.4% | +610.1% | +6,718.2% | +4,186.4% |
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