+67.5%
HST vs EXR
+22.7%
+44.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -1.0% | -2.6% | +1.5% | 0.0% |
| 30D | -12.3% | -7.2% | -5.1% | -9.5% |
| 3M | -6.4% | -3.5% | -2.9% | -5.1% |
| 6M | +15.0% | -5.3% | +20.3% | +17.2% |
| YTD | +30.5% | +9.4% | +21.2% | +25.2% |
| 1Y | +35.7% | +1.3% | +34.4% | +33.9% |
| All | +67.5% | +22.7% | +44.8% | +64.8% |
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