+765.8%
HST vs SPXS
-100.0%
+865.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -0.5% |
| 7D | +3.6% | -9.5% | +13.1% | -1.3% |
| 30D | +9.9% | +7.4% | +2.5% | +15.2% |
| 3M | +12.9% | +6.1% | +6.8% | +17.9% |
| 6M | +22.9% | -7.3% | +30.2% | +20.7% |
| YTD | +52.4% | -26.7% | +79.1% | +35.1% |
| 1Y | +52.5% | -26.2% | +78.7% | +36.3% |
| 3Y | +87.4% | -80.3% | +167.8% | -3.6% |
| 5Y | +82.9% | -83.4% | +166.4% | +8.7% |
| 10Y | +134.8% | -99.5% | +234.3% | -70.7% |
| All | +765.8% | -100.0% | +865.8% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling