+137.1%
HST vs AEE
+216.2%
-79.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +13.4% | +9.7% | +3.6% | +9.1% |
| 3M | +16.7% | +5.8% | +10.9% | +13.9% |
| 6M | +24.0% | +4.5% | +19.6% | +21.3% |
| YTD | +54.0% | +15.8% | +38.1% | +43.9% |
| 1Y | +55.0% | +10.8% | +44.3% | +47.6% |
| 3Y | +89.3% | +62.8% | +26.6% | +50.4% |
| 5Y | +85.4% | +56.1% | +29.3% | +48.6% |
| 10Y | +137.1% | +216.4% | -79.3% | +62.8% |
| All | +137.1% | +216.2% | -79.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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