+1,330.6%
HST vs ES
+1,243.3%
+87.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -12.3% | -2.0% | -10.3% | -11.6% |
| 3M | -6.4% | +1.7% | -8.0% | -7.2% |
| 6M | +15.0% | -3.5% | +18.5% | +16.2% |
| YTD | +30.5% | +7.9% | +22.6% | +25.5% |
| 1Y | +35.7% | +17.2% | +18.5% | +24.9% |
| 3Y | +68.4% | +29.3% | +39.1% | +45.0% |
| 5Y | +73.1% | -5.7% | +78.9% | +68.6% |
| 10Y | +92.7% | +85.2% | +7.5% | +32.0% |
| All | +1,330.6% | +1,243.3% | +87.3% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling