+66.1%
HST vs ELV
-6.4%
+72.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -5.2% | +2.0% | -7.2% | -5.4% |
| 3M | -6.2% | -3.5% | -2.8% | -6.1% |
| 6M | +20.4% | +40.2% | -19.8% | +16.9% |
| YTD | +30.6% | +15.8% | +14.8% | +28.5% |
| 1Y | +37.4% | +33.2% | +4.2% | +33.6% |
| 3Y | +66.1% | -6.2% | +72.4% | +56.4% |
| All | +66.1% | -6.4% | +72.5% | +56.4% |
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