+1,511.7%
HST vs ED
+2,460.7%
-949.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +1.1% |
| 7D | -2.7% | +1.6% | -4.3% | -3.5% |
| 30D | +10.7% | +13.3% | -2.6% | +4.0% |
| 3M | +6.3% | +9.7% | -3.5% | +1.2% |
| 6M | +19.0% | +12.8% | +6.2% | +11.4% |
| YTD | +47.0% | +22.3% | +24.7% | +31.6% |
| 1Y | +53.4% | +26.3% | +27.2% | +35.0% |
| 3Y | +78.0% | +45.0% | +33.0% | +42.0% |
| 5Y | +71.7% | +80.2% | -8.5% | +20.0% |
| 10Y | +146.2% | +129.9% | +16.3% | +41.1% |
| All | +1,511.7% | +2,460.7% | -949.0% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling