+97.9%
EWT vs HST
+38.1%
+59.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.0% | -1.0% | +5.0% | +4.2% |
| 30D | +10.3% | -12.3% | +22.6% | +14.3% |
| 3M | +6.1% | -6.4% | +12.4% | +7.1% |
| 6M | +56.6% | +15.0% | +41.6% | +46.1% |
| YTD | +76.6% | +30.5% | +46.1% | +61.5% |
| 1Y | +97.9% | +35.7% | +62.2% | +75.2% |
| All | +97.9% | +38.1% | +59.8% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling