+122.4%
HST vs ED
+147.1%
-24.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | +3.6% | +2.1% | +1.5% | +3.0% |
| 30D | +11.2% | +10.4% | +0.8% | +8.1% |
| 3M | +13.1% | +12.5% | +0.5% | +9.2% |
| 6M | +23.9% | +14.9% | +9.0% | +18.7% |
| YTD | +52.3% | +24.8% | +27.5% | +41.8% |
| 1Y | +56.7% | +23.8% | +32.8% | +46.1% |
| 3Y | +87.5% | +51.6% | +35.9% | +60.1% |
| 5Y | +82.8% | +86.4% | -3.6% | +43.9% |
| All | +122.4% | +147.1% | -24.7% | +70.6% |
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 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