+27.9%
HST vs XE
-62.6%
+90.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.0% |
| 7D | +3.6% | +25.1% | -21.5% | +3.6% |
| 30D | +9.9% | -11.5% | +21.4% | +9.6% |
| 3M | +12.9% | -44.7% | +57.6% | +11.7% |
| 6M | +22.9% | -64.5% | +87.4% | +21.7% |
| All | +27.9% | -62.6% | +90.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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