+114.4%
HPE vs HST
+53.2%
+61.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -26.4% |
| 3M | -19.1% | +13.1% | -32.2% | -22.8% |
| 6M | +51.4% | +23.9% | +27.5% | +33.9% |
| YTD | +103.4% | +52.3% | +51.2% | +58.7% |
| 1Y | +114.4% | +56.7% | +57.7% | +64.5% |
| All | +114.4% | +53.2% | +61.2% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling