+540.2%
HPE vs HST
+101.1%
+439.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.3% | +5.2% |
| 7D | +13.6% | -0.3% | +14.0% | +13.8% |
| 30D | +7.7% | -2.8% | +10.5% | +9.2% |
| 3M | +22.4% | -6.5% | +28.9% | +25.9% |
| 6M | +172.6% | +20.7% | +151.9% | +146.5% |
| YTD | +147.5% | +30.5% | +117.1% | +115.4% |
| 1Y | +151.8% | +36.8% | +115.0% | +113.3% |
| 3Y | +267.1% | +65.9% | +201.2% | +180.9% |
| 5Y | +362.8% | +73.9% | +288.9% | +235.0% |
| 10Y | +540.2% | +107.0% | +433.1% | +297.9% |
| All | +540.2% | +101.1% | +439.1% | +297.9% |
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