+179.3%
EXE vs HST
+100.0%
+79.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | +2.0% | -3.8% | -2.4% |
| 30D | +6.4% | -5.2% | +11.6% | +8.0% |
| 3M | +9.2% | -6.2% | +15.5% | +10.9% |
| 6M | -7.0% | +20.4% | -27.4% | -13.2% |
| YTD | -9.5% | +30.6% | -40.1% | -18.1% |
| 1Y | +6.2% | +37.4% | -31.1% | -5.9% |
| 3Y | +20.7% | +66.1% | -45.4% | -2.6% |
| 5Y | +103.6% | +73.7% | +29.9% | +56.6% |
| All | +179.3% | +100.0% | +79.3% | +115.9% |
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