+63.1%
HST vs SN
+659.6%
-596.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -2.7% | +7.2% | -9.9% | -4.4% |
| 30D | +10.7% | +20.4% | -9.7% | +5.6% |
| 3M | +6.3% | +23.9% | -17.7% | +0.3% |
| 6M | +19.0% | +93.0% | -74.1% | -0.4% |
| YTD | +47.0% | +99.2% | -52.2% | +21.2% |
| 1Y | +53.4% | +142.6% | -89.2% | +20.0% |
| 3Y | +78.0% | +398.8% | -320.8% | +18.7% |
| All | +63.1% | +659.6% | -596.5% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling