+99.8%
HST vs EL
+31.4%
+68.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.8% |
| 7D | +2.0% | +1.7% | +0.3% | +1.4% |
| 30D | -5.2% | +15.5% | -20.7% | -10.5% |
| 3M | -6.2% | +20.6% | -26.8% | -12.9% |
| 6M | +20.4% | +10.5% | +10.0% | +13.8% |
| YTD | +30.6% | -1.9% | +32.5% | +27.2% |
| 1Y | +37.4% | +16.1% | +21.3% | +24.0% |
| 3Y | +66.1% | -30.2% | +96.3% | +70.5% |
| 5Y | +73.7% | -67.4% | +141.1% | +151.9% |
| 10Y | +99.8% | +31.2% | +68.6% | +73.5% |
| All | +99.8% | +31.4% | +68.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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