+200.3%
EWT vs HST
+68.6%
+131.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +1.6% | +2.0% | -0.3% | +0.9% |
| 30D | +8.2% | -5.2% | +13.4% | +10.2% |
| 3M | +11.1% | -6.2% | +17.3% | +13.1% |
| 6M | +60.4% | +20.4% | +40.0% | +48.2% |
| YTD | +75.6% | +30.6% | +44.9% | +57.1% |
| 1Y | +91.3% | +37.4% | +54.0% | +67.4% |
| 3Y | +200.3% | +66.1% | +134.2% | +136.0% |
| All | +200.3% | +68.6% | +131.6% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling