+390.2%
HPE vs HST
+143.8%
+246.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.1% |
| 7D | +0.3% | -1.3% | +1.6% | +1.2% |
| 30D | -28.6% | +13.4% | -41.9% | -32.8% |
| 3M | -7.4% | +16.7% | -24.1% | -14.3% |
| 6M | +63.7% | +24.0% | +39.7% | +46.1% |
| YTD | +111.7% | +54.0% | +57.7% | +69.6% |
| 1Y | +123.5% | +55.0% | +68.4% | +78.3% |
| 3Y | +238.7% | +89.3% | +149.3% | +142.8% |
| 5Y | +261.0% | +85.4% | +175.6% | +153.0% |
| 10Y | +390.2% | +137.1% | +253.1% | +196.8% |
| All | +390.2% | +143.8% | +246.4% | +196.8% |
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