+452.3%
EWT vs HST
+133.7%
+318.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +9.1% | +3.6% | +5.5% | +8.1% |
| 30D | -12.2% | +11.2% | -23.4% | -14.6% |
| 3M | -9.4% | +13.1% | -22.5% | -12.4% |
| 6M | +2.7% | +23.9% | -21.3% | -3.4% |
| YTD | +53.3% | +52.3% | +1.0% | +36.3% |
| 1Y | +59.2% | +56.7% | +2.5% | +40.3% |
| 3Y | +157.1% | +87.5% | +69.6% | +113.7% |
| 5Y | +119.6% | +82.8% | +36.8% | +80.3% |
| All | +452.3% | +133.7% | +318.6% | +323.3% |
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