+87.5%
HST vs ELV
-1.5%
+89.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +3.6% | +1.0% | +2.6% | +3.5% |
| 30D | +11.2% | +0.4% | +10.8% | +11.1% |
| 3M | +13.1% | +8.4% | +4.7% | +12.5% |
| 6M | +23.9% | +8.4% | +15.5% | +23.0% |
| YTD | +52.3% | +24.4% | +27.9% | +49.5% |
| 1Y | +56.7% | +33.5% | +23.2% | +53.2% |
| 3Y | +87.5% | -2.1% | +89.6% | +87.5% |
| All | +87.5% | -1.5% | +89.0% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling