+75.6%
HST vs EQX
+7.1%
+68.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.8% | -11.5% | +0.4% |
| 7D | +3.3% | +7.6% | -4.3% | +2.8% |
| 30D | +16.4% | +0.4% | +15.9% | +16.1% |
| 3M | +5.5% | +18.0% | -12.5% | +4.0% |
| 6M | +31.1% | -18.4% | +49.5% | +32.2% |
| YTD | +55.9% | -19.3% | +75.3% | +55.3% |
| 1Y | +75.6% | +9.2% | +66.4% | +61.0% |
| All | +75.6% | +7.1% | +68.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling