+63.7%
SE vs HST
+87.2%
-23.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | +3.6% | -4.1% | -1.9% |
| 30D | -20.9% | +11.2% | -32.1% | -24.1% |
| 3M | -38.9% | +13.1% | -52.0% | -41.8% |
| 6M | -19.4% | +23.9% | -43.3% | -26.4% |
| YTD | -40.9% | +52.3% | -93.2% | -50.5% |
| 1Y | -46.2% | +56.7% | -102.9% | -55.5% |
| 3Y | +63.7% | +87.5% | -23.8% | +54.2% |
| All | +63.7% | +87.2% | -23.5% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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