+144.6%
HST vs ED
+136.7%
+7.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.7% | +5.2% |
| 7D | +0.6% | +2.1% | -1.5% | 0.0% |
| 30D | +14.5% | +12.4% | +2.1% | +10.7% |
| 3M | +15.4% | +13.1% | +2.3% | +11.3% |
| 6M | +22.0% | +14.1% | +7.9% | +17.1% |
| YTD | +54.9% | +23.1% | +31.8% | +44.8% |
| 1Y | +54.0% | +25.4% | +28.5% | +43.0% |
| 3Y | +90.4% | +47.9% | +42.6% | +64.0% |
| 5Y | +84.2% | +81.9% | +2.4% | +46.3% |
| 10Y | +144.6% | +141.3% | +3.4% | +90.3% |
| All | +144.6% | +136.7% | +7.9% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling