+75.6%
HST vs ED
+27.1%
+48.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +1.5% |
| 7D | +3.3% | +5.4% | -2.1% | +3.8% |
| 30D | +16.4% | +16.4% | 0.0% | +18.0% |
| 3M | +5.5% | +11.9% | -6.4% | +6.5% |
| 6M | +31.1% | +11.6% | +19.6% | +32.5% |
| YTD | +55.9% | +24.1% | +31.8% | +53.9% |
| 1Y | +75.6% | +26.9% | +48.7% | +72.6% |
| All | +75.6% | +27.1% | +48.5% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling