+131.7%
HST vs ENB
+97.6%
+34.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.4% |
| 7D | -2.7% | -5.2% | +2.5% | +0.2% |
| 30D | +10.7% | +2.2% | +8.5% | +9.3% |
| 3M | +6.3% | -8.1% | +14.3% | +11.0% |
| 6M | +19.0% | -11.2% | +30.2% | +26.1% |
| YTD | +47.0% | +2.0% | +45.0% | +43.1% |
| 1Y | +53.4% | +4.1% | +49.4% | +47.5% |
| 3Y | +78.0% | +64.7% | +13.3% | +27.8% |
| 5Y | +71.7% | +46.6% | +25.1% | +32.1% |
| All | +131.7% | +97.6% | +34.0% | +43.8% |
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