+1,512.4%
HST vs ES
+1,275.7%
+236.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.7% | -6.5% |
| 7D | -4.2% | +5.9% | -10.1% | -6.5% |
| 30D | +9.6% | +10.2% | -0.6% | +5.0% |
| 3M | -1.1% | +0.4% | -1.5% | -1.6% |
| 6M | +21.1% | +6.9% | +14.2% | +17.1% |
| YTD | +47.1% | +10.5% | +36.6% | +39.7% |
| 1Y | +64.0% | +3.2% | +60.8% | +59.4% |
| 3Y | +77.1% | +49.0% | +28.1% | +43.7% |
| 5Y | +71.8% | +4.5% | +67.3% | +59.9% |
| 10Y | +146.3% | +92.3% | +54.0% | +65.6% |
| All | +1,512.4% | +1,275.7% | +236.7% | +362.4% |
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