+981.5%
HST vs SPG
+5,805.1%
-4,823.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.7% |
| 7D | -2.7% | +4.9% | -7.6% | -6.3% |
| 30D | +10.7% | +15.6% | -4.9% | -1.3% |
| 3M | +6.3% | +4.1% | +2.2% | +2.7% |
| 6M | +19.0% | +13.6% | +5.4% | +7.0% |
| YTD | +47.0% | +27.5% | +19.5% | +20.4% |
| 1Y | +53.4% | +32.2% | +21.2% | +22.2% |
| 3Y | +78.0% | +126.0% | -48.0% | -9.2% |
| 5Y | +71.7% | +74.7% | -3.1% | +5.6% |
| 10Y | +146.2% | +112.8% | +33.4% | +1.9% |
| All | +981.5% | +5,805.1% | -4,823.6% | -20.7% |
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