+43.6%
HST vs SOLS
+17.1%
+26.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.6% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | -0.7% | +0.9% | -1.5% | -0.7% |
| 3M | -4.0% | -20.7% | +16.6% | -2.6% |
| 6M | +20.7% | -17.7% | +38.4% | +21.4% |
| YTD | +31.0% | +27.1% | +3.9% | +29.2% |
| All | +43.6% | +17.1% | +26.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 10y: compounded portfolio wealth divided by compounded SOLS 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…
10y analysis · Full analysis span regression · 6 months rolling