+127.9%
HST vs ESI
+182.6%
-54.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.7% |
| 7D | -2.7% | -8.5% | +5.8% | +0.1% |
| 30D | +10.7% | -15.7% | +26.4% | +16.7% |
| 3M | +6.3% | -18.2% | +24.5% | +12.6% |
| 6M | +19.0% | -28.8% | +47.8% | +30.2% |
| YTD | +47.0% | +26.3% | +20.8% | +30.1% |
| 1Y | +53.4% | +18.2% | +35.2% | +38.7% |
| 3Y | +78.0% | +68.1% | +9.9% | +40.1% |
| 5Y | +71.7% | +28.8% | +42.9% | +45.8% |
| 10Y | +146.2% | +329.8% | -183.6% | +48.2% |
| All | +127.9% | +182.6% | -54.7% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling