+202.7%
HPE vs HST
+77.0%
+125.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -18.7% | -2.7% | -16.0% | -17.1% |
| 30D | -37.9% | +10.7% | -48.6% | -41.5% |
| 3M | -14.4% | +6.3% | -20.6% | -17.5% |
| 6M | +48.2% | +19.0% | +29.2% | +31.5% |
| YTD | +88.6% | +47.0% | +41.6% | +45.3% |
| 1Y | +94.8% | +53.4% | +41.3% | +45.5% |
| 3Y | +202.7% | +78.0% | +124.7% | +99.4% |
| All | +202.7% | +77.0% | +125.7% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling