+122.4%
HST vs SPXS
-99.5%
+221.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.4% |
| 7D | +3.6% | -7.5% | +11.1% | +0.8% |
| 30D | +11.2% | +5.3% | +5.9% | +14.3% |
| 3M | +13.1% | +9.7% | +3.4% | +18.2% |
| 6M | +23.9% | -4.6% | +28.5% | +24.0% |
| YTD | +52.3% | -25.8% | +78.1% | +40.9% |
| 1Y | +56.7% | -28.8% | +85.4% | +43.1% |
| 3Y | +87.5% | -80.2% | +167.7% | +19.1% |
| 5Y | +82.8% | -83.2% | +166.0% | +30.5% |
| All | +122.4% | -99.5% | +221.9% | -32.0% |
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