+351.9%
HST vs AEE
+881.3%
-529.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | +9.9% | +8.8% | +1.1% | +4.3% |
| 3M | +12.9% | +5.1% | +7.9% | +9.3% |
| 6M | +22.9% | +5.2% | +17.7% | +18.3% |
| YTD | +52.4% | +16.1% | +36.3% | +37.5% |
| 1Y | +52.5% | +10.4% | +42.1% | +41.8% |
| 3Y | +87.4% | +63.1% | +24.3% | +32.9% |
| 5Y | +82.9% | +55.6% | +27.4% | +30.9% |
| 10Y | +134.8% | +217.1% | -82.4% | -5.0% |
| All | +351.9% | +881.3% | -529.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling