+107.0%
HST vs ETR
+288.4%
-181.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -2.8% | +2.0% | -4.8% | -3.7% |
| 3M | -6.5% | -1.7% | -4.8% | -6.0% |
| 6M | +20.7% | +3.6% | +17.1% | +17.7% |
| YTD | +30.5% | +18.0% | +12.4% | +19.3% |
| 1Y | +36.8% | +26.2% | +10.5% | +20.9% |
| 3Y | +65.9% | +148.0% | -82.1% | +0.4% |
| 5Y | +73.9% | +126.1% | -52.1% | +8.8% |
| 10Y | +107.0% | +302.3% | -195.2% | +11.8% |
| All | +107.0% | +288.4% | -181.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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