+1,330.6%
HST vs ENB
+11,799.4%
-10,468.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -12.3% | -2.2% | -10.0% | -11.5% |
| 3M | -6.4% | -10.5% | +4.1% | -2.0% |
| 6M | +15.0% | -5.1% | +20.1% | +17.0% |
| YTD | +30.5% | +9.0% | +21.6% | +24.7% |
| 1Y | +35.7% | +8.2% | +27.5% | +29.9% |
| 3Y | +68.4% | +67.8% | +0.6% | +31.2% |
| 5Y | +73.1% | +69.4% | +3.7% | +34.8% |
| 10Y | +92.7% | +117.5% | -24.8% | +31.3% |
| All | +1,330.6% | +11,799.4% | -10,468.7% | +390.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling