-78.0%
SE vs HST
+71.5%
-149.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +2.0% | -2.7% | +4.7% | +4.0% |
| 30D | -20.0% | +10.7% | -30.7% | -25.7% |
| 3M | -31.8% | +6.3% | -38.0% | -35.0% |
| 6M | -15.9% | +19.0% | -34.8% | -26.6% |
| YTD | -40.6% | +47.0% | -87.7% | -55.8% |
| 1Y | -50.7% | +53.4% | -104.1% | -64.7% |
| 3Y | +70.3% | +78.0% | -7.7% | +0.6% |
| All | -78.0% | +71.5% | -149.5% | -88.0% |
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