+24.0%
HST vs AEIS
-35.1%
+59.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.0% | -0.8% |
| 7D | -1.3% | +9.5% | -10.7% | -1.8% |
| 30D | +13.4% | -17.5% | +30.9% | +13.3% |
| 3M | +16.7% | -29.3% | +46.0% | +17.0% |
| 6M | +24.0% | -34.7% | +58.7% | +25.6% |
| All | +24.0% | -35.1% | +59.1% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling