+144.6%
HST vs AEIS
+347.9%
-203.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +0.6% | -6.9% | +7.5% | +2.1% |
| 30D | +14.5% | -23.2% | +37.7% | +22.3% |
| 3M | +15.4% | -29.5% | +44.9% | +25.0% |
| 6M | +22.0% | -37.9% | +59.9% | +33.6% |
| YTD | +54.9% | +6.0% | +48.9% | +37.5% |
| 1Y | +54.0% | +1.2% | +52.7% | +38.5% |
| 3Y | +90.4% | +150.0% | -59.5% | +17.3% |
| 5Y | +84.2% | +141.9% | -57.6% | +11.8% |
| 10Y | +144.6% | +356.2% | -211.5% | +16.5% |
| All | +144.6% | +347.9% | -203.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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