-78.2%
SE vs HST
+83.0%
-161.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.4% |
| 7D | -1.5% | +3.6% | -5.1% | -3.9% |
| 30D | -22.3% | +9.9% | -32.2% | -27.5% |
| 3M | -41.8% | +12.9% | -54.8% | -46.8% |
| 6M | -22.4% | +22.9% | -45.3% | -33.8% |
| YTD | -41.6% | +52.4% | -94.0% | -57.6% |
| 1Y | -48.0% | +52.5% | -100.6% | -62.5% |
| 3Y | +63.9% | +87.4% | -23.6% | -7.0% |
| 5Y | -78.2% | +82.9% | -161.1% | -88.3% |
| All | -78.2% | +83.0% | -161.2% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling