+225.0%
HPE vs HST
+67.0%
+158.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -0.6% | -1.0% | +0.4% | 0.0% |
| 30D | -2.3% | -12.3% | +10.0% | +5.5% |
| 3M | -2.9% | -6.4% | +3.5% | +0.2% |
| 6M | +143.6% | +15.0% | +128.6% | +119.3% |
| YTD | +118.5% | +30.5% | +88.0% | +81.2% |
| 1Y | +129.2% | +35.7% | +93.5% | +84.6% |
| All | +225.0% | +67.0% | +158.0% | +118.7% |
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