+168.4%
HST vs ET
+1,311.7%
-1,143.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -0.9% |
| 7D | +3.6% | +3.0% | +0.6% | +2.5% |
| 30D | +9.9% | -3.5% | +13.4% | +11.2% |
| 3M | +12.9% | -5.6% | +18.6% | +15.1% |
| 6M | +22.9% | +0.5% | +22.3% | +21.9% |
| YTD | +52.4% | +26.3% | +26.1% | +38.1% |
| 1Y | +52.5% | +25.7% | +26.9% | +38.3% |
| 3Y | +87.4% | +85.1% | +2.4% | +44.9% |
| 5Y | +82.9% | +216.4% | -133.5% | +15.2% |
| 10Y | +134.8% | +160.9% | -26.2% | +43.0% |
| All | +168.4% | +1,311.7% | -1,143.3% | -67.4% |
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 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