+72.1%
HST vs EL
-65.9%
+138.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.6% |
| 7D | -2.7% | +0.8% | -3.4% | -2.9% |
| 30D | +10.7% | +16.5% | -5.8% | +6.2% |
| 3M | +6.3% | +29.2% | -22.9% | -1.4% |
| 6M | +19.0% | +27.9% | -8.9% | +10.2% |
| YTD | +47.0% | +6.2% | +40.8% | +41.1% |
| 1Y | +53.4% | +27.2% | +26.3% | +39.3% |
| 3Y | +78.0% | +3.2% | +74.8% | +59.2% |
| All | +72.1% | -65.9% | +138.0% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling