+42.1%
HST vs SARO
-21.1%
+63.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | -5.2% | -16.2% | +10.9% | -0.8% |
| 3M | -6.2% | -1.3% | -4.9% | -6.3% |
| 6M | +20.4% | -15.2% | +35.7% | +24.8% |
| YTD | +30.6% | -14.7% | +45.3% | +35.0% |
| 1Y | +37.4% | -9.1% | +46.4% | +38.7% |
| All | +42.1% | -21.1% | +63.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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