+232.1%
HPE vs HST
+71.5%
+160.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -18.7% | -2.7% | -16.0% | -17.4% |
| 30D | -37.9% | +10.7% | -48.6% | -41.1% |
| 3M | -14.4% | +6.3% | -20.6% | -17.2% |
| 6M | +48.2% | +19.0% | +29.2% | +34.1% |
| YTD | +88.6% | +47.0% | +41.6% | +52.1% |
| 1Y | +94.8% | +53.4% | +41.3% | +53.3% |
| 3Y | +202.7% | +78.0% | +124.7% | +116.9% |
| All | +232.1% | +71.5% | +160.6% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling