+35.7%
HST vs EFV
+30.7%
+5.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -2.1% |
| 30D | -12.3% | +1.7% | -14.0% | -13.4% |
| 3M | -6.4% | +8.6% | -15.0% | -12.1% |
| 6M | +15.0% | +11.7% | +3.3% | +5.3% |
| YTD | +30.5% | +19.3% | +11.2% | +10.6% |
| 1Y | +35.7% | +30.2% | +5.5% | +5.8% |
| All | +35.7% | +30.7% | +5.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling