+129.9%
HST vs ET
+1,435.0%
-1,305.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | -12.3% | +7.5% | -19.7% | -14.8% |
| 3M | -6.4% | +11.4% | -17.8% | -10.4% |
| 6M | +15.0% | +18.5% | -3.5% | +7.1% |
| YTD | +30.5% | +37.4% | -6.9% | +14.8% |
| 1Y | +35.7% | +30.9% | +4.7% | +21.4% |
| 3Y | +68.4% | +98.7% | -30.4% | +26.9% |
| 5Y | +73.1% | +230.7% | -157.6% | +7.1% |
| 10Y | +92.7% | +175.6% | -82.8% | +14.2% |
| All | +129.9% | +1,435.0% | -1,305.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling