+108.1%
HST vs ELV
+278.2%
-170.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -1.2% |
| 7D | +0.7% | +0.9% | -0.2% | +0.4% |
| 30D | -0.7% | +7.2% | -7.8% | -2.9% |
| 3M | -4.0% | +3.4% | -7.4% | -5.6% |
| 6M | +20.7% | +48.6% | -27.9% | +5.3% |
| YTD | +31.0% | +20.6% | +10.5% | +21.2% |
| 1Y | +36.2% | +38.5% | -2.3% | +19.7% |
| 3Y | +66.6% | -2.4% | +69.0% | +59.3% |
| 5Y | +75.8% | +25.3% | +50.4% | +46.7% |
| All | +108.1% | +278.2% | -170.1% | +17.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling