+71.7%
HST vs EL
-67.1%
+138.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.5% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -12.3% | +19.8% | -32.1% | -16.7% |
| 3M | -6.4% | +25.7% | -32.1% | -12.4% |
| 6M | +15.0% | +5.4% | +9.6% | +11.9% |
| YTD | +30.5% | +0.2% | +30.3% | +27.5% |
| 1Y | +35.7% | +20.4% | +15.2% | +24.4% |
| 3Y | +68.4% | -32.1% | +100.5% | +74.3% |
| All | +71.7% | -67.1% | +138.9% | +142.8% |
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