+131.7%
HST vs EXEL
+429.0%
-297.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -2.7% | +0.3% | -2.9% | -2.7% |
| 30D | +10.7% | +19.0% | -8.3% | +7.7% |
| 3M | +6.3% | +33.3% | -27.0% | +1.4% |
| 6M | +19.0% | +42.9% | -23.9% | +12.1% |
| YTD | +47.0% | +58.7% | -11.7% | +35.8% |
| 1Y | +53.4% | +70.5% | -17.1% | +40.0% |
| 3Y | +78.0% | +233.8% | -155.8% | +41.9% |
| 5Y | +71.7% | +259.3% | -187.7% | +33.5% |
| All | +131.7% | +429.0% | -297.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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