+99.8%
HST vs EXEL
+380.2%
-280.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +2.0% | +1.4% | +0.6% | +1.8% |
| 30D | -5.2% | +6.7% | -11.9% | -6.2% |
| 3M | -6.2% | +11.5% | -17.7% | -7.9% |
| 6M | +20.4% | +38.8% | -18.4% | +14.2% |
| YTD | +30.6% | +31.6% | -0.9% | +24.6% |
| 1Y | +37.4% | +53.0% | -15.7% | +27.6% |
| 3Y | +66.1% | +160.8% | -94.7% | +38.9% |
| 5Y | +73.7% | +190.1% | -116.4% | +41.0% |
| 10Y | +99.8% | +367.0% | -267.2% | +47.4% |
| All | +99.8% | +380.2% | -280.4% | +47.4% |
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