+87.5%
HST vs EXR
+53.5%
+34.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +11.2% | +18.2% | -7.0% | +3.2% |
| 3M | +13.1% | +7.3% | +5.8% | +9.5% |
| 6M | +23.9% | +13.8% | +10.1% | +16.6% |
| YTD | +52.3% | +25.9% | +26.4% | +36.5% |
| 1Y | +56.7% | +25.8% | +30.9% | +40.5% |
| 3Y | +87.5% | +53.7% | +33.8% | +53.3% |
| All | +87.5% | +53.5% | +34.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling