+738.5%
HST vs EME
+61,143.5%
-60,405.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | -1.0% | +1.9% | -2.9% | -1.9% |
| 30D | -12.3% | -8.3% | -4.0% | -9.0% |
| 3M | -6.4% | -10.7% | +4.4% | -3.8% |
| 6M | +15.0% | +1.9% | +13.1% | +10.3% |
| YTD | +30.5% | +23.5% | +7.0% | +13.7% |
| 1Y | +35.7% | +18.0% | +17.7% | +17.9% |
| 3Y | +68.4% | +236.1% | -167.7% | -16.4% |
| 5Y | +73.1% | +527.9% | -454.8% | -37.3% |
| 10Y | +92.7% | +1,252.8% | -1,160.0% | -52.6% |
| All | +738.5% | +61,143.5% | -60,405.0% | +12.6% |
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