+66.1%
HST vs SPXS
-80.2%
+146.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.6% |
| 7D | +2.0% | -1.5% | +3.5% | +1.5% |
| 30D | -5.2% | +3.7% | -8.9% | -4.0% |
| 3M | -6.2% | -9.6% | +3.4% | -8.9% |
| 6M | +20.4% | -32.4% | +52.8% | +6.7% |
| YTD | +30.6% | -28.7% | +59.3% | +18.6% |
| 1Y | +37.4% | -38.1% | +75.4% | +19.1% |
| 3Y | +66.1% | -80.1% | +146.2% | +4.0% |
| All | +66.1% | -80.2% | +146.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling