+137.1%
HST vs ES
+92.3%
+44.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +13.4% | +6.7% | +6.7% | +10.9% |
| 3M | +16.7% | +0.3% | +16.4% | +16.3% |
| 6M | +24.0% | +7.4% | +16.6% | +20.8% |
| YTD | +54.0% | +8.4% | +45.6% | +49.0% |
| 1Y | +55.0% | +0.6% | +54.4% | +53.1% |
| 3Y | +89.3% | +50.6% | +38.7% | +60.5% |
| 5Y | +85.4% | +4.8% | +80.6% | +76.2% |
| 10Y | +137.1% | +93.1% | +44.0% | +120.9% |
| All | +137.1% | +92.3% | +44.8% | +120.9% |
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