+78.0%
HST vs ED
+44.5%
+33.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | -0.1% |
| 7D | -2.7% | +1.6% | -4.3% | -2.7% |
| 30D | +10.7% | +13.3% | -2.6% | +10.8% |
| 3M | +6.3% | +9.7% | -3.5% | +6.3% |
| 6M | +19.0% | +12.8% | +6.2% | +19.1% |
| YTD | +47.0% | +22.3% | +24.7% | +46.4% |
| 1Y | +53.4% | +26.3% | +27.2% | +52.5% |
| 3Y | +78.0% | +45.0% | +33.0% | +60.9% |
| All | +78.0% | +44.5% | +33.5% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling