+35.7%
HST vs ELV
+34.8%
+0.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.4% |
| 7D | -1.0% | +3.3% | -4.3% | -1.3% |
| 30D | -12.3% | +4.2% | -16.4% | -12.5% |
| 3M | -6.4% | -0.1% | -6.3% | -6.5% |
| 6M | +15.0% | +41.3% | -26.2% | +11.1% |
| YTD | +30.5% | +17.4% | +13.1% | +27.8% |
| 1Y | +35.7% | +35.1% | +0.6% | +32.2% |
| All | +35.7% | +34.8% | +0.8% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling