+122.6%
HST vs EME
+910.4%
-787.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.6% | +11.3% | -7.7% | -1.3% |
| 30D | +9.9% | -14.6% | +24.5% | +16.9% |
| 3M | +12.9% | -20.4% | +33.4% | +23.2% |
| 6M | +22.9% | -28.3% | +51.1% | +38.2% |
| YTD | +52.4% | +8.6% | +43.8% | +37.7% |
| 1Y | +52.5% | +3.2% | +49.3% | +40.7% |
| 3Y | +87.4% | +216.8% | -129.3% | -19.2% |
| 5Y | +82.9% | +417.5% | -334.5% | -44.0% |
| All | +122.6% | +910.4% | -787.8% | -56.4% |
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