+50.1%
HST vs SN
+143.5%
-93.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +2.0% |
| 7D | -1.1% | +7.6% | -8.8% | -2.7% |
| 30D | +11.6% | +24.1% | -12.5% | +6.6% |
| 3M | +9.5% | +23.7% | -14.2% | +4.5% |
| 6M | +18.9% | +105.5% | -86.6% | -0.4% |
| YTD | +51.0% | +105.1% | -54.1% | +25.3% |
| All | +50.1% | +143.5% | -93.4% | +17.6% |
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