+879.1%
HST vs EME
+53,750.8%
-52,871.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.6% | +11.3% | -7.7% | -1.4% |
| 30D | +9.9% | -14.6% | +24.5% | +17.1% |
| 3M | +12.9% | -20.4% | +33.4% | +23.3% |
| 6M | +22.9% | -28.3% | +51.1% | +37.6% |
| YTD | +52.4% | +8.6% | +43.8% | +39.0% |
| 1Y | +52.5% | +3.2% | +49.3% | +41.9% |
| 3Y | +87.4% | +216.8% | -129.3% | -5.5% |
| 5Y | +82.9% | +417.5% | -334.5% | -28.1% |
| 10Y | +134.8% | +922.2% | -787.5% | -35.0% |
| All | +879.1% | +53,750.8% | -52,871.7% | +37.7% |
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