+1,330.6%
HST vs ETR
+4,412.2%
-3,081.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | -1.0% | +1.4% | -2.5% | -1.7% |
| 30D | -12.3% | +1.0% | -13.2% | -12.7% |
| 3M | -6.4% | -1.3% | -5.1% | -6.1% |
| 6M | +15.0% | +1.9% | +13.1% | +13.1% |
| YTD | +30.5% | +18.2% | +12.4% | +20.0% |
| 1Y | +35.7% | +24.7% | +11.0% | +21.6% |
| 3Y | +68.4% | +150.7% | -82.3% | +7.1% |
| 5Y | +73.1% | +127.0% | -53.9% | +13.7% |
| 10Y | +92.7% | +295.5% | -202.7% | -2.4% |
| All | +1,330.6% | +4,412.2% | -3,081.6% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling