+53.4%
HST vs SN
+137.4%
-83.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | -2.7% | +7.2% | -9.9% | -4.1% |
| 30D | +10.7% | +20.4% | -9.7% | +6.4% |
| 3M | +6.3% | +23.9% | -17.7% | +1.2% |
| 6M | +19.0% | +93.0% | -74.1% | +1.0% |
| YTD | +47.0% | +99.2% | -52.2% | +22.6% |
| 1Y | +53.4% | +142.6% | -89.2% | +19.4% |
| All | +53.4% | +137.4% | -83.9% | +19.4% |
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