+562.4%
HST vs AEIS
+2,566.8%
-2,004.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.2% |
| 7D | -1.0% | +3.0% | -4.0% | -1.7% |
| 30D | -12.3% | -14.6% | +2.4% | -9.7% |
| 3M | -6.4% | -12.4% | +6.1% | -5.7% |
| 6M | +15.0% | -15.0% | +30.0% | +15.4% |
| YTD | +30.5% | +34.3% | -3.8% | +18.4% |
| 1Y | +35.7% | +87.4% | -51.7% | +13.8% |
| 3Y | +68.4% | +139.8% | -71.4% | +31.8% |
| 5Y | +73.1% | +220.7% | -147.6% | +26.5% |
| 10Y | +92.7% | +531.6% | -438.9% | +17.1% |
| All | +562.4% | +2,566.8% | -2,004.4% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling