+53.4%
HST vs EXR
+26.1%
+27.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -2.7% | +5.2% | -7.9% | -4.8% |
| 30D | +10.7% | +20.9% | -10.2% | +1.7% |
| 3M | +6.3% | +7.7% | -1.5% | +2.8% |
| 6M | +19.0% | +13.2% | +5.8% | +12.2% |
| YTD | +47.0% | +26.5% | +20.6% | +28.9% |
| 1Y | +53.4% | +27.2% | +26.2% | +34.3% |
| All | +53.4% | +26.1% | +27.3% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling