+107.0%
HST vs SPXU
-99.5%
+206.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | +0.4% |
| 7D | -0.3% | +1.3% | -1.6% | +0.2% |
| 30D | -2.8% | +5.1% | -7.9% | -0.9% |
| 3M | -6.5% | -9.1% | +2.7% | -9.2% |
| 6M | +20.7% | -29.6% | +50.3% | +7.8% |
| YTD | +30.5% | -27.7% | +58.1% | +18.4% |
| 1Y | +36.8% | -37.0% | +73.7% | +18.7% |
| 3Y | +65.9% | -80.2% | +146.1% | +5.1% |
| 5Y | +73.9% | -86.0% | +159.9% | +15.4% |
| 10Y | +107.0% | -99.5% | +206.6% | -37.6% |
| All | +107.0% | -99.5% | +206.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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