+108.1%
HST vs SPXS
-99.5%
+207.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +1.1% |
| 7D | +0.7% | +6.4% | -5.7% | +3.0% |
| 30D | -0.7% | +6.0% | -6.7% | +1.5% |
| 3M | -4.0% | -11.6% | +7.6% | -7.8% |
| 6M | +20.7% | -28.7% | +49.4% | +8.3% |
| YTD | +31.0% | -26.3% | +57.3% | +19.8% |
| 1Y | +36.2% | -34.9% | +71.1% | +19.7% |
| 3Y | +66.6% | -79.5% | +146.1% | +7.2% |
| 5Y | +75.8% | -85.9% | +161.7% | +17.1% |
| All | +108.1% | -99.5% | +207.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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