+1,570.6%
HST vs ECL
+14,227.3%
-12,656.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.3% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +9.9% | +6.6% | +3.3% | +5.7% |
| 3M | +12.9% | +9.6% | +3.3% | +6.6% |
| 6M | +22.9% | +21.6% | +1.3% | +8.4% |
| YTD | +52.4% | +16.9% | +35.5% | +37.2% |
| 1Y | +52.5% | +17.9% | +34.7% | +36.5% |
| 3Y | +87.4% | +76.5% | +10.9% | +27.8% |
| 5Y | +82.9% | +36.6% | +46.3% | +43.2% |
| 10Y | +134.8% | +193.2% | -58.4% | +11.4% |
| All | +1,570.6% | +14,227.3% | -12,656.6% | +60.4% |
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