+99.8%
HST vs ED
+104.2%
-4.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | -5.2% | +1.1% | -6.3% | -5.6% |
| 3M | -6.2% | +4.6% | -10.9% | -7.6% |
| 6M | +20.4% | -2.0% | +22.4% | +20.7% |
| YTD | +30.6% | +11.7% | +18.9% | +25.6% |
| 1Y | +37.4% | +15.7% | +21.6% | +30.4% |
| 3Y | +66.1% | +34.4% | +31.8% | +46.9% |
| 5Y | +73.7% | +67.3% | +6.4% | +40.9% |
| 10Y | +99.8% | +104.0% | -4.2% | +52.7% |
| All | +99.8% | +104.2% | -4.4% | +52.7% |
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