+71.7%
HST vs ES
-5.6%
+77.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -12.3% | -2.0% | -10.3% | -11.8% |
| 3M | -6.4% | +1.7% | -8.0% | -6.9% |
| 6M | +15.0% | -3.5% | +18.5% | +15.8% |
| YTD | +30.5% | +7.9% | +22.6% | +27.2% |
| 1Y | +35.7% | +17.2% | +18.5% | +27.9% |
| 3Y | +68.4% | +29.3% | +39.1% | +51.0% |
| All | +71.7% | -5.6% | +77.4% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling