+99.8%
HST vs SPY
+311.3%
-211.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | +2.0% | +0.5% | +1.4% | +1.4% |
| 30D | -5.2% | -0.9% | -4.3% | -4.3% |
| 3M | -6.2% | +3.9% | -10.1% | -10.4% |
| 6M | +20.4% | +14.5% | +5.9% | +3.2% |
| YTD | +30.6% | +12.9% | +17.7% | +13.7% |
| 1Y | +37.4% | +19.4% | +18.0% | +12.1% |
| 3Y | +66.1% | +78.5% | -12.3% | -13.5% |
| 5Y | +73.7% | +81.8% | -8.0% | -10.9% |
| 10Y | +99.8% | +311.5% | -211.7% | -56.2% |
| All | +99.8% | +311.3% | -211.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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