-64.8%
HSDT vs SPY
+12.1%
-76.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.4% | -8.1% | -7.4% |
| 7D | -10.4% | +2.6% | -13.0% | -16.8% |
| 30D | -22.1% | -2.0% | -20.1% | -17.1% |
| 3M | -3.9% | -2.8% | -1.1% | +6.2% |
| 6M | -21.7% | +2.1% | -23.9% | -24.8% |
| YTD | -40.1% | +11.5% | -51.6% | -52.9% |
| 1Y | -64.8% | +13.5% | -78.2% | -75.1% |
| All | -64.8% | +12.1% | -76.8% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling