+99.8%
HST vs EIX
+23.2%
+76.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -1.6% |
| 7D | +2.0% | +0.9% | +1.1% | +1.4% |
| 30D | -5.2% | -13.5% | +8.3% | -1.9% |
| 3M | -6.2% | -15.3% | +9.0% | -2.5% |
| 6M | +20.4% | -15.3% | +35.8% | +25.0% |
| YTD | +30.6% | +2.7% | +27.9% | +24.5% |
| 1Y | +37.4% | +17.4% | +19.9% | +23.4% |
| 3Y | +66.1% | -1.3% | +67.5% | +55.7% |
| 5Y | +73.7% | +27.2% | +46.5% | +43.2% |
| 10Y | +99.8% | +22.7% | +77.1% | +59.0% |
| All | +99.8% | +23.2% | +76.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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