+686.0%
HST vs AEIS
+2,004.7%
-1,318.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.3% |
| 7D | +0.6% | -6.9% | +7.5% | +1.7% |
| 30D | +14.5% | -23.2% | +37.7% | +19.8% |
| 3M | +15.4% | -29.5% | +44.9% | +22.0% |
| 6M | +22.0% | -37.9% | +59.9% | +29.9% |
| YTD | +54.9% | +6.0% | +48.9% | +45.6% |
| 1Y | +54.0% | +1.2% | +52.7% | +46.0% |
| 3Y | +90.4% | +150.0% | -59.5% | +46.1% |
| 5Y | +84.2% | +141.9% | -57.6% | +40.9% |
| 10Y | +144.6% | +356.2% | -211.5% | +56.7% |
| All | +686.0% | +2,004.7% | -1,318.7% | +207.3% |
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