+107.0%
HST vs ESI
+308.3%
-201.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -0.3% | +3.9% | -4.2% | -2.0% |
| 30D | -2.8% | -3.8% | +1.0% | -1.4% |
| 3M | -6.5% | -13.1% | +6.7% | -2.4% |
| 6M | +20.7% | +11.3% | +9.4% | +10.3% |
| YTD | +30.5% | +44.1% | -13.6% | +4.3% |
| 1Y | +36.8% | +40.3% | -3.6% | +9.9% |
| 3Y | +65.9% | +84.1% | -18.2% | +13.3% |
| 5Y | +73.9% | +75.8% | -1.9% | +19.2% |
| 10Y | +107.0% | +320.7% | -213.7% | -10.4% |
| All | +107.0% | +308.3% | -201.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ESI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling