+107.2%
HST vs EFV
+167.8%
-60.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.9% |
| 7D | -0.3% | -0.5% | +0.2% | +0.2% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -6.5% | +8.4% | -14.9% | -14.8% |
| 6M | +20.7% | +12.3% | +8.4% | +5.2% |
| YTD | +30.5% | +17.4% | +13.1% | +7.7% |
| 1Y | +36.8% | +27.1% | +9.6% | +3.0% |
| 3Y | +65.9% | +90.7% | -24.8% | -23.3% |
| 5Y | +73.9% | +95.6% | -21.7% | -21.6% |
| All | +107.2% | +167.8% | -60.6% | -30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling