+107.0%
HST vs AEIS
+545.5%
-438.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -0.3% | +6.5% | -6.8% | -2.3% |
| 30D | -2.8% | -9.2% | +6.4% | -0.5% |
| 3M | -6.5% | -8.3% | +1.9% | -7.0% |
| 6M | +20.7% | -6.3% | +27.0% | +16.9% |
| YTD | +30.5% | +36.5% | -6.1% | +9.4% |
| 1Y | +36.8% | +84.8% | -48.0% | +1.3% |
| 3Y | +65.9% | +176.6% | -110.7% | +1.9% |
| 5Y | +73.9% | +237.1% | -163.2% | -3.1% |
| 10Y | +107.0% | +554.7% | -447.6% | -16.9% |
| All | +107.0% | +545.5% | -438.5% | -16.9% |
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