+71.7%
HST vs EXR
-11.8%
+83.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.3% |
| YTD | +30.5% | +9.4% | +21.2% | +25.3% |
| 1Y | +35.7% | +1.3% | +34.4% | +34.0% |
| 3Y | +68.4% | +22.4% | +46.0% | +52.4% |
| All | +71.7% | -11.8% | +83.6% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling