+73.9%
HST vs ELV
+14.8%
+59.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | -2.8% | -0.2% | -2.6% | -2.8% |
| 3M | -6.5% | -6.1% | -0.4% | -5.8% |
| 6M | +20.7% | +42.8% | -22.1% | +13.3% |
| YTD | +30.5% | +14.4% | +16.1% | +26.5% |
| 1Y | +36.8% | +28.6% | +8.2% | +29.7% |
| 3Y | +65.9% | -7.4% | +73.3% | +64.1% |
| 5Y | +73.9% | +14.5% | +59.4% | +54.7% |
| All | +73.9% | +14.8% | +59.1% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling