+66.1%
HST vs EFV
+92.7%
-26.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.7% |
| 7D | +2.0% | +1.0% | +1.0% | +1.1% |
| 30D | -5.2% | +0.2% | -5.4% | -5.4% |
| 3M | -6.2% | +9.6% | -15.9% | -13.6% |
| 6M | +20.4% | +14.0% | +6.4% | +6.9% |
| YTD | +30.6% | +18.5% | +12.2% | +11.5% |
| 1Y | +37.4% | +27.9% | +9.5% | +9.2% |
| 3Y | +66.1% | +92.4% | -26.3% | -15.4% |
| All | +66.1% | +92.7% | -26.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling