+75.6%
HST vs EME
-3.1%
+78.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.7% |
| 7D | +3.3% | -5.8% | +9.1% | +3.5% |
| 30D | +16.4% | -17.9% | +34.3% | +17.3% |
| 3M | +5.5% | -22.0% | +27.5% | +6.6% |
| 6M | +31.1% | -29.7% | +60.8% | +35.3% |
| YTD | +55.9% | +4.7% | +51.2% | +56.8% |
| 1Y | +75.6% | -2.1% | +77.7% | +77.5% |
| All | +75.6% | -3.1% | +78.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling