+73.7%
HST vs ETR
+129.9%
-56.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +2.0% | +1.4% | +0.6% | +1.6% |
| 30D | -5.2% | +1.9% | -7.1% | -5.8% |
| 3M | -6.2% | +1.0% | -7.2% | -6.7% |
| 6M | +20.4% | +4.8% | +15.6% | +18.1% |
| YTD | +30.6% | +19.5% | +11.1% | +22.8% |
| 1Y | +37.4% | +28.1% | +9.3% | +26.2% |
| 3Y | +66.1% | +151.1% | -85.0% | +16.4% |
| 5Y | +73.7% | +125.2% | -51.4% | +23.4% |
| All | +73.7% | +129.9% | -56.2% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling