+71.7%
HST vs ESI
+72.3%
-0.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -1.0% |
| 7D | -1.0% | +3.3% | -4.4% | -2.4% |
| 30D | -12.3% | -5.9% | -6.4% | -10.3% |
| 3M | -6.4% | -14.1% | +7.7% | -2.1% |
| 6M | +15.0% | +6.6% | +8.4% | +6.7% |
| YTD | +30.5% | +45.0% | -14.5% | +2.7% |
| 1Y | +35.7% | +41.5% | -5.8% | +7.1% |
| 3Y | +68.4% | +78.8% | -10.4% | +12.2% |
| All | +71.7% | +72.3% | -0.6% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling