+108.1%
HST vs EFV
+167.0%
-58.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.8% |
| 7D | +0.7% | -2.0% | +2.7% | +3.0% |
| 30D | -0.7% | -0.2% | -0.5% | -0.5% |
| 3M | -4.0% | +9.1% | -13.1% | -13.3% |
| 6M | +20.7% | +11.7% | +9.0% | +5.9% |
| YTD | +31.0% | +17.0% | +14.0% | +8.6% |
| 1Y | +36.2% | +26.7% | +9.5% | +3.0% |
| 3Y | +66.6% | +90.2% | -23.5% | -22.7% |
| 5Y | +75.8% | +96.1% | -20.3% | -21.0% |
| All | +108.1% | +167.0% | -58.9% | -30.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling