+144.6%
HST vs ES
+87.3%
+57.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +14.5% | +5.9% | +8.6% | +12.3% |
| 3M | +15.4% | -1.0% | +16.4% | +15.5% |
| 6M | +22.0% | +7.2% | +14.8% | +18.9% |
| YTD | +54.9% | +7.0% | +47.9% | +50.5% |
| 1Y | +54.0% | +0.5% | +53.5% | +52.1% |
| 3Y | +90.4% | +48.7% | +41.8% | +62.1% |
| 5Y | +84.2% | +1.9% | +82.3% | +76.6% |
| 10Y | +144.6% | +89.2% | +55.5% | +129.6% |
| All | +144.6% | +87.3% | +57.3% | +129.6% |
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