+66.9%
HST vs SOLS
+25.7%
+41.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.6% | +14.0% | -10.4% | +2.5% |
| 30D | +11.2% | +10.0% | +1.2% | +10.3% |
| 3M | +13.1% | +5.8% | +7.3% | +12.4% |
| 6M | +23.9% | -25.2% | +49.1% | +26.0% |
| YTD | +52.3% | +36.5% | +15.7% | +49.0% |
| 1Y | +56.7% | +45.0% | +11.6% | +53.1% |
| All | +66.9% | +25.7% | +41.2% | +63.1% |
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