+122.6%
HST vs ES
+96.6%
+26.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +3.6% | -1.1% | +4.7% | +3.9% |
| 30D | +9.9% | +8.2% | +1.7% | +7.1% |
| 3M | +12.9% | +0.6% | +12.3% | +12.4% |
| 6M | +22.9% | +6.0% | +16.9% | +20.2% |
| YTD | +52.4% | +9.3% | +43.1% | +47.1% |
| 1Y | +52.5% | +1.1% | +51.4% | +50.4% |
| 3Y | +87.4% | +51.9% | +35.5% | +58.4% |
| 5Y | +82.9% | +6.5% | +76.5% | +72.9% |
| All | +122.6% | +96.6% | +26.0% | +103.9% |
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