+108.1%
HST vs ET
+179.3%
-71.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.1% |
| 30D | -0.7% | +4.6% | -5.2% | -2.5% |
| 3M | -4.0% | +16.0% | -20.1% | -10.0% |
| 6M | +20.7% | +22.8% | -2.1% | +10.1% |
| YTD | +31.0% | +38.9% | -7.8% | +13.4% |
| 1Y | +36.2% | +34.1% | +2.1% | +19.5% |
| 3Y | +66.6% | +98.8% | -32.2% | +22.2% |
| 5Y | +75.8% | +246.8% | -171.0% | +2.3% |
| All | +108.1% | +179.3% | -71.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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