+69.2%
HST vs SNY
+9.4%
+59.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +0.9% | -3.3% | +4.2% | +1.7% |
| 30D | -2.5% | -2.2% | -0.3% | -2.0% |
| 3M | -5.1% | -3.0% | -2.1% | -4.5% |
| 6M | +21.6% | +2.7% | +18.9% | +20.8% |
| YTD | +31.6% | -6.8% | +38.5% | +33.5% |
| 1Y | +36.1% | -5.3% | +41.4% | +37.4% |
| 3Y | +66.5% | -9.8% | +76.2% | +67.3% |
| All | +69.2% | +9.4% | +59.7% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling