+122.6%
HST vs SPXS
-99.5%
+222.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -0.6% |
| 7D | +3.6% | -9.5% | +13.1% | +0.1% |
| 30D | +9.9% | +7.4% | +2.5% | +13.8% |
| 3M | +12.9% | +6.1% | +6.8% | +16.6% |
| 6M | +22.9% | -7.3% | +30.2% | +21.6% |
| YTD | +52.4% | -26.7% | +79.1% | +40.4% |
| 1Y | +52.5% | -26.2% | +78.7% | +41.3% |
| 3Y | +87.4% | -80.3% | +167.8% | +18.7% |
| 5Y | +82.9% | -83.4% | +166.4% | +30.0% |
| All | +122.6% | -99.5% | +222.1% | -32.3% |
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