+82.3%
HST vs EL
-65.2%
+147.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | +3.6% | +1.5% | +2.0% | +3.2% |
| 30D | +11.2% | +10.0% | +1.2% | +8.4% |
| 3M | +13.1% | +28.4% | -15.3% | +5.2% |
| 6M | +23.9% | +37.1% | -13.1% | +12.6% |
| YTD | +52.3% | +7.8% | +44.5% | +45.6% |
| 1Y | +56.7% | +26.0% | +30.6% | +42.7% |
| 3Y | +87.5% | +3.8% | +83.7% | +67.7% |
| All | +82.3% | -65.2% | +147.5% | +153.1% |
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