+280.4%
HST vs EXR
+2,662.2%
-2,381.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.2% |
| 7D | -1.0% | -2.6% | +1.5% | +1.0% |
| 30D | -12.3% | -7.2% | -5.1% | -6.9% |
| 3M | -6.4% | -3.5% | -2.9% | -4.1% |
| 6M | +15.0% | -5.3% | +20.3% | +19.1% |
| YTD | +30.5% | +9.4% | +21.2% | +19.8% |
| 1Y | +35.7% | +1.3% | +34.4% | +31.5% |
| 3Y | +68.4% | +22.4% | +46.0% | +30.9% |
| 5Y | +73.1% | -12.2% | +85.4% | +63.7% |
| 10Y | +92.7% | +148.6% | -55.8% | -39.9% |
| All | +280.4% | +2,662.2% | -2,381.8% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling