+99.8%
HST vs ENB
+103.5%
-3.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | -5.2% | -0.2% | -5.0% | -5.3% |
| 3M | -6.2% | -7.5% | +1.3% | -2.5% |
| 6M | +20.4% | -4.1% | +24.6% | +22.4% |
| YTD | +30.6% | +9.8% | +20.8% | +22.3% |
| 1Y | +37.4% | +8.7% | +28.7% | +29.2% |
| 3Y | +66.1% | +79.0% | -12.9% | +14.2% |
| 5Y | +73.7% | +69.1% | +4.6% | +23.7% |
| 10Y | +99.8% | +96.5% | +3.3% | +21.9% |
| All | +99.8% | +103.5% | -3.7% | +21.9% |
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