+138.3%
EWT vs HST
+82.7%
+55.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +4.0% | +3.9% |
| 7D | -11.7% | -2.7% | -9.1% | -10.6% |
| 30D | -23.2% | +10.7% | -33.9% | -25.8% |
| 3M | -12.5% | +6.3% | -18.7% | -14.2% |
| 6M | -5.9% | +19.0% | -24.9% | -12.2% |
| YTD | +40.5% | +47.0% | -6.6% | +20.6% |
| 1Y | +43.7% | +53.4% | -9.7% | +21.2% |
| All | +138.3% | +82.7% | +55.6% | +83.3% |
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 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