+140.6%
EXE vs HST
+125.1%
+15.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -6.6% | -2.7% | -3.9% | -5.9% |
| 30D | -4.0% | +10.7% | -14.7% | -6.9% |
| 3M | -7.5% | +6.3% | -13.7% | -9.3% |
| 6M | -11.7% | +19.0% | -30.6% | -16.9% |
| YTD | -22.0% | +47.0% | -69.0% | -32.0% |
| 1Y | -21.8% | +53.4% | -75.2% | -32.9% |
| 3Y | +8.0% | +78.0% | -70.0% | -14.2% |
| 5Y | +62.3% | +71.7% | -9.4% | +26.9% |
| All | +140.6% | +125.1% | +15.5% | +79.4% |
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