+451.6%
EWT vs HST
+133.9%
+317.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | +13.2% | +3.6% | +9.6% | +12.2% |
| 30D | -14.3% | +9.9% | -24.2% | -16.4% |
| 3M | -8.4% | +12.9% | -21.3% | -11.4% |
| 6M | +3.7% | +22.9% | -19.2% | -2.2% |
| YTD | +53.1% | +52.4% | +0.7% | +36.1% |
| 1Y | +55.5% | +52.5% | +3.0% | +38.1% |
| 3Y | +155.6% | +87.4% | +68.2% | +112.5% |
| 5Y | +119.3% | +82.9% | +36.4% | +80.0% |
| All | +451.6% | +133.9% | +317.7% | +322.7% |
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