+35.7%
HST vs SN
+46.4%
-10.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | -9.3% | +8.3% | +1.1% |
| 30D | -12.3% | -4.8% | -7.5% | -11.4% |
| 3M | -6.4% | +40.4% | -46.8% | -14.9% |
| 6M | +15.0% | +50.9% | -35.9% | +1.8% |
| YTD | +30.5% | +54.9% | -24.4% | +14.2% |
| 1Y | +35.7% | +43.0% | -7.4% | +18.9% |
| All | +35.7% | +46.4% | -10.7% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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