+878.4%
HST vs EME
+53,473.8%
-52,595.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +3.6% | +8.4% | -4.8% | -0.2% |
| 30D | +11.2% | -11.5% | +22.7% | +16.6% |
| 3M | +13.1% | -20.6% | +33.7% | +23.6% |
| 6M | +23.9% | -28.5% | +52.4% | +39.0% |
| YTD | +52.3% | +8.0% | +44.3% | +39.2% |
| 1Y | +56.7% | +6.8% | +49.9% | +43.5% |
| 3Y | +87.5% | +213.9% | -126.4% | -5.0% |
| 5Y | +82.8% | +414.8% | -332.0% | -28.0% |
| 10Y | +134.6% | +916.9% | -782.4% | -34.9% |
| All | +878.4% | +53,473.8% | -52,595.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling