+80.3%
EXE vs HST
+82.3%
-2.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.3% | +3.6% | +1.8% | +4.3% |
| 30D | -2.2% | +11.2% | -13.4% | -5.2% |
| 3M | -5.9% | +13.1% | -19.0% | -9.2% |
| 6M | -5.7% | +23.9% | -29.6% | -11.9% |
| YTD | -17.8% | +52.3% | -70.1% | -28.6% |
| 1Y | -23.1% | +56.7% | -79.8% | -33.9% |
| 3Y | +21.2% | +87.5% | -66.3% | -4.3% |
| All | +80.3% | +82.3% | -2.0% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling