+35.7%
HST vs ED
+12.4%
+23.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.1% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -12.3% | -0.1% | -12.1% | -12.2% |
| 3M | -6.4% | +3.9% | -10.3% | -5.9% |
| 6M | +15.0% | -3.0% | +18.0% | +14.7% |
| YTD | +30.5% | +10.7% | +19.8% | +28.6% |
| 1Y | +35.7% | +13.3% | +22.3% | +32.5% |
| All | +35.7% | +12.4% | +23.2% | +32.5% |
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