+137.1%
HST vs ECL
+196.0%
-58.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -1.3% | -2.3% | +1.0% | +0.1% |
| 30D | +13.4% | +8.3% | +5.1% | +8.1% |
| 3M | +16.7% | +8.4% | +8.2% | +11.0% |
| 6M | +24.0% | +23.3% | +0.7% | +8.9% |
| YTD | +54.0% | +18.2% | +35.7% | +38.1% |
| 1Y | +55.0% | +18.8% | +36.3% | +38.5% |
| 3Y | +89.3% | +78.5% | +10.9% | +28.2% |
| 5Y | +85.4% | +40.1% | +45.4% | +44.0% |
| 10Y | +137.1% | +196.5% | -59.3% | +28.5% |
| All | +137.1% | +196.0% | -58.9% | +28.5% |
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