+122.4%
HST vs ES
+98.2%
+24.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +3.6% | +2.7% | +0.9% | +2.7% |
| 30D | +11.2% | +7.6% | +3.6% | +8.6% |
| 3M | +13.1% | +0.5% | +12.6% | +12.7% |
| 6M | +23.9% | +7.6% | +16.3% | +20.7% |
| YTD | +52.3% | +10.2% | +42.1% | +46.7% |
| 1Y | +56.7% | +1.8% | +54.8% | +54.2% |
| 3Y | +87.5% | +55.4% | +32.1% | +57.3% |
| 5Y | +82.8% | +7.3% | +75.5% | +72.4% |
| All | +122.4% | +98.2% | +24.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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