+67.1%
HST vs SOLS
+26.5%
+40.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | +3.6% | +20.8% | -17.2% | +2.1% |
| 30D | +9.9% | +9.2% | +0.7% | +9.0% |
| 3M | +12.9% | +7.1% | +5.9% | +12.1% |
| 6M | +22.9% | -23.7% | +46.5% | +24.8% |
| YTD | +52.4% | +37.3% | +15.1% | +49.0% |
| 1Y | +52.5% | +42.2% | +10.4% | +48.9% |
| All | +67.1% | +26.5% | +40.6% | +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