+54.0%
HST vs ES
-0.1%
+54.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +0.6% | +0.9% | -0.3% | +0.4% |
| 30D | +14.5% | +5.9% | +8.6% | +13.5% |
| 3M | +15.4% | -1.0% | +16.4% | +15.6% |
| 6M | +22.0% | +7.2% | +14.8% | +20.7% |
| YTD | +54.9% | +7.0% | +47.9% | +52.3% |
| 1Y | +54.0% | +0.5% | +53.5% | +52.1% |
| All | +54.0% | -0.1% | +54.1% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling