+84.2%
HST vs ES
+1.9%
+82.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +14.5% | +5.9% | +8.6% | +12.5% |
| 3M | +15.4% | -1.0% | +16.4% | +15.5% |
| 6M | +22.0% | +7.2% | +14.8% | +19.2% |
| YTD | +54.9% | +7.0% | +47.9% | +50.8% |
| 1Y | +54.0% | +0.5% | +53.5% | +52.2% |
| 3Y | +90.4% | +48.7% | +41.8% | +61.6% |
| 5Y | +84.2% | +1.9% | +82.3% | +72.6% |
| All | +84.2% | +1.9% | +82.3% | +72.6% |
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 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