+502.6%
EWT vs HST
+109.4%
+393.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +4.8% | -0.7% | +5.5% | +4.9% |
| 3M | +11.1% | -4.0% | +15.2% | +12.0% |
| 6M | +54.6% | +20.7% | +33.9% | +46.5% |
| YTD | +71.4% | +31.0% | +40.4% | +58.7% |
| 1Y | +82.1% | +36.2% | +45.9% | +66.4% |
| 3Y | +193.2% | +66.6% | +126.6% | +151.4% |
| 5Y | +146.1% | +75.8% | +70.3% | +104.9% |
| All | +502.6% | +109.4% | +393.2% | +365.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling