+860.0%
HST vs SPG
+5,256.9%
-4,396.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | -1.0% | -2.4% | +1.4% | +0.8% |
| 30D | -12.3% | -6.8% | -5.4% | -7.2% |
| 3M | -6.4% | +2.7% | -9.0% | -8.6% |
| 6M | +15.0% | +5.5% | +9.6% | +9.8% |
| YTD | +30.5% | +15.7% | +14.8% | +15.6% |
| 1Y | +35.7% | +20.9% | +14.8% | +15.9% |
| 3Y | +68.4% | +112.4% | -44.0% | -9.8% |
| 5Y | +73.1% | +101.4% | -28.2% | -5.3% |
| 10Y | +92.7% | +60.6% | +32.1% | +1.3% |
| All | +860.0% | +5,256.9% | -4,396.9% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling