+122.4%
HST vs EFV
+163.3%
-40.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | +3.6% | +2.5% | +1.0% | +0.6% |
| 30D | +11.2% | +2.9% | +8.3% | +7.6% |
| 3M | +13.1% | -1.4% | +14.5% | +14.8% |
| 6M | +23.9% | +5.5% | +18.4% | +16.2% |
| YTD | +52.3% | +16.1% | +36.2% | +27.1% |
| 1Y | +56.7% | +20.3% | +36.4% | +25.5% |
| 3Y | +87.5% | +90.4% | -2.9% | -13.9% |
| 5Y | +82.8% | +93.5% | -10.7% | -17.1% |
| All | +122.4% | +163.3% | -40.9% | -29.0% |
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