+71.6%
HST vs ED
+80.7%
-9.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.3% |
| 7D | -2.7% | +1.6% | -4.3% | -3.0% |
| 30D | +10.7% | +13.3% | -2.6% | +8.4% |
| 3M | +6.3% | +9.7% | -3.5% | +4.6% |
| 6M | +19.0% | +12.8% | +6.2% | +16.4% |
| YTD | +47.0% | +22.3% | +24.7% | +41.0% |
| 1Y | +53.4% | +26.3% | +27.2% | +46.0% |
| 3Y | +78.0% | +45.0% | +33.0% | +57.9% |
| All | +71.6% | +80.7% | -9.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling