+99.8%
HST vs ECL
+153.2%
-53.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.0% | -0.8% | +2.8% | +2.5% |
| 30D | -5.2% | -2.5% | -2.8% | -3.9% |
| 3M | -6.2% | +8.3% | -14.6% | -10.9% |
| 6M | +20.4% | -1.1% | +21.5% | +20.4% |
| YTD | +30.6% | +6.5% | +24.1% | +24.8% |
| 1Y | +37.4% | +2.1% | +35.3% | +33.9% |
| 3Y | +66.1% | +57.6% | +8.5% | +21.2% |
| 5Y | +73.7% | +28.1% | +45.7% | +41.8% |
| 10Y | +99.8% | +153.2% | -53.4% | +13.2% |
| All | +99.8% | +153.2% | -53.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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