+107.3%
HST vs ESI
+313.2%
-205.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +2.0% | +5.4% | -3.4% | -0.4% |
| 30D | -5.2% | -4.2% | -1.0% | -3.7% |
| 3M | -6.2% | -9.6% | +3.4% | -3.9% |
| 6M | +20.4% | +18.3% | +2.1% | +6.8% |
| YTD | +30.6% | +45.8% | -15.2% | +3.9% |
| 1Y | +37.4% | +39.2% | -1.8% | +10.9% |
| 3Y | +66.1% | +86.3% | -20.2% | +12.9% |
| 5Y | +73.7% | +76.2% | -2.5% | +19.0% |
| All | +107.3% | +313.2% | -205.9% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling