+107.2%
HST vs EME
+1,312.7%
-1,205.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.9% |
| 7D | -0.3% | +2.7% | -3.0% | -1.6% |
| 30D | -2.8% | -6.8% | +4.0% | -0.1% |
| 3M | -6.5% | -8.8% | +2.4% | -4.6% |
| 6M | +20.7% | +5.0% | +15.7% | +14.0% |
| YTD | +30.5% | +23.5% | +7.0% | +12.7% |
| 1Y | +36.8% | +21.3% | +15.5% | +15.8% |
| 3Y | +65.9% | +241.1% | -175.2% | -28.9% |
| 5Y | +73.9% | +549.2% | -475.2% | -51.7% |
| All | +107.2% | +1,312.7% | -1,205.6% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling