+122.4%
HST vs ENB
+109.5%
+13.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +3.6% | +3.1% | +0.5% | +1.8% |
| 30D | +11.2% | +2.1% | +9.1% | +9.9% |
| 3M | +13.1% | -4.4% | +17.5% | +15.7% |
| 6M | +23.9% | -10.1% | +34.0% | +30.6% |
| YTD | +52.3% | +5.2% | +47.1% | +45.7% |
| 1Y | +56.7% | +4.2% | +52.4% | +50.5% |
| 3Y | +87.5% | +70.1% | +17.4% | +31.9% |
| 5Y | +82.8% | +59.4% | +23.4% | +33.8% |
| All | +122.4% | +109.5% | +13.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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