+1,330.6%
HST vs ECL
+13,009.7%
-11,679.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | -2.6% | +1.6% | +0.6% |
| 30D | -12.3% | -2.2% | -10.1% | -11.1% |
| 3M | -6.4% | +10.1% | -16.5% | -12.1% |
| 6M | +15.0% | -5.7% | +20.7% | +18.4% |
| YTD | +30.5% | +7.0% | +23.5% | +24.2% |
| 1Y | +35.7% | +2.7% | +33.0% | +31.7% |
| 3Y | +68.4% | +57.7% | +10.7% | +23.0% |
| 5Y | +73.1% | +31.1% | +42.0% | +38.6% |
| 10Y | +92.7% | +150.9% | -58.1% | +0.8% |
| All | +1,330.6% | +13,009.7% | -11,679.0% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling