+370.3%
HPE vs HST
+133.7%
+236.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +7.9% | +3.6% | +4.3% | +6.0% |
| 30D | -23.5% | +11.2% | -34.7% | -27.4% |
| 3M | -19.1% | +13.1% | -32.2% | -24.0% |
| 6M | +51.4% | +23.9% | +27.5% | +35.2% |
| YTD | +103.4% | +52.3% | +51.2% | +63.8% |
| 1Y | +114.4% | +56.7% | +57.7% | +70.0% |
| 3Y | +224.7% | +87.5% | +137.2% | +133.6% |
| 5Y | +277.8% | +82.8% | +195.0% | +166.4% |
| All | +370.3% | +133.7% | +236.6% | +185.6% |
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 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