+155.2%
HST vs EFV
+258.8%
-103.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -2.9% |
| 30D | -12.3% | +1.7% | -14.0% | -14.1% |
| 3M | -6.4% | +8.6% | -15.0% | -15.8% |
| 6M | +15.0% | +11.7% | +3.3% | -0.5% |
| YTD | +30.5% | +19.3% | +11.2% | +3.7% |
| 1Y | +35.7% | +30.2% | +5.5% | -3.5% |
| 3Y | +68.4% | +91.6% | -23.2% | -27.4% |
| 5Y | +73.1% | +96.4% | -23.3% | -27.5% |
| 10Y | +92.7% | +166.5% | -73.7% | -44.9% |
| All | +155.2% | +258.8% | -103.6% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling