+108.1%
HST vs EME
+1,301.6%
-1,193.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | +0.7% | +0.9% | -0.3% | +0.2% |
| 30D | -0.7% | -8.4% | +7.7% | +2.9% |
| 3M | -4.0% | -3.6% | -0.4% | -4.6% |
| 6M | +20.7% | +3.6% | +17.1% | +14.7% |
| YTD | +31.0% | +22.5% | +8.5% | +13.6% |
| 1Y | +36.2% | +18.2% | +18.0% | +16.8% |
| 3Y | +66.6% | +238.4% | -171.7% | -28.3% |
| 5Y | +75.8% | +550.5% | -474.7% | -51.3% |
| All | +108.1% | +1,301.6% | -1,193.5% | -61.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling