+75.0%
HST vs ET
+240.9%
-165.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.6% |
| 30D | -2.8% | +5.3% | -8.1% | -5.2% |
| 3M | -6.5% | +15.6% | -22.1% | -13.1% |
| 6M | +20.7% | +20.6% | +0.1% | +9.2% |
| YTD | +30.5% | +38.5% | -8.1% | +9.7% |
| 1Y | +36.8% | +35.7% | +1.1% | +16.1% |
| 3Y | +65.9% | +98.4% | -32.5% | +10.5% |
| All | +75.0% | +240.9% | -165.9% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling