+122.6%
HST vs SPG
+114.5%
+8.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +3.6% | +3.1% | +0.5% | +1.7% |
| 30D | +9.9% | +16.4% | -6.5% | +0.2% |
| 3M | +12.9% | +7.1% | +5.9% | +8.2% |
| 6M | +22.9% | +16.1% | +6.8% | +11.9% |
| YTD | +52.4% | +30.4% | +22.0% | +29.1% |
| 1Y | +52.5% | +33.0% | +19.6% | +27.7% |
| 3Y | +87.4% | +134.6% | -47.2% | +10.1% |
| 5Y | +82.9% | +84.9% | -2.0% | +22.7% |
| All | +122.6% | +114.5% | +8.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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