+594.1%
EWT vs HST
+456.6%
+137.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.0% | -1.0% | +5.0% | +4.3% |
| 30D | +10.3% | -12.3% | +22.6% | +14.6% |
| 3M | +6.1% | -6.4% | +12.4% | +7.9% |
| 6M | +56.6% | +15.0% | +41.6% | +49.5% |
| YTD | +76.6% | +30.5% | +46.1% | +61.9% |
| 1Y | +97.9% | +35.7% | +62.2% | +78.7% |
| 3Y | +198.0% | +68.4% | +129.6% | +148.9% |
| 5Y | +151.8% | +73.1% | +78.6% | +103.2% |
| 10Y | +514.1% | +92.7% | +421.4% | +338.7% |
| All | +594.1% | +456.6% | +137.5% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling