+52.5%
HST vs SPG
+32.6%
+19.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| 3M | +12.9% | +7.1% | +5.9% | +8.5% |
| 6M | +22.9% | +16.1% | +6.8% | +12.1% |
| YTD | +52.4% | +30.4% | +22.0% | +28.3% |
| 1Y | +52.5% | +33.0% | +19.6% | +25.6% |
| All | +52.5% | +32.6% | +19.9% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling