+85.4%
HST vs SPXS
-83.8%
+169.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -2.0% |
| 7D | -1.3% | +1.5% | -2.7% | -0.2% |
| 30D | +13.4% | +6.3% | +7.0% | +16.9% |
| 3M | +16.7% | +4.2% | +12.5% | +19.7% |
| 6M | +24.0% | -7.9% | +31.9% | +22.4% |
| YTD | +54.0% | -27.5% | +81.5% | +41.3% |
| 1Y | +55.0% | -27.0% | +82.1% | +43.1% |
| 3Y | +89.3% | -80.5% | +169.9% | +18.5% |
| 5Y | +85.4% | -84.0% | +169.4% | +29.3% |
| All | +85.4% | -83.8% | +169.2% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling