+78.0%
HST vs EMB
+28.8%
+49.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.5% |
| 30D | +10.7% | +1.3% | +9.4% | +8.7% |
| 3M | +6.3% | -2.2% | +8.5% | +10.0% |
| 6M | +19.0% | -2.3% | +21.3% | +23.4% |
| YTD | +47.0% | -0.6% | +47.7% | +48.6% |
| 1Y | +53.4% | +0.5% | +53.0% | +52.7% |
| 3Y | +78.0% | +29.4% | +48.6% | +39.2% |
| All | +78.0% | +28.8% | +49.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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