+65.0%
HST vs EME
+240.3%
-175.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -2.8% | -6.8% | +4.0% | -1.7% |
| 3M | -6.5% | -8.8% | +2.4% | -5.2% |
| 6M | +20.7% | +5.0% | +15.7% | +18.3% |
| YTD | +30.5% | +23.5% | +7.0% | +22.9% |
| 1Y | +36.8% | +21.3% | +15.5% | +27.4% |
| All | +65.0% | +240.3% | -175.4% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling