+72.1%
HST vs SPY
+67.5%
+4.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.4% |
| 7D | -2.7% | -2.7% | 0.0% | +0.3% |
| 30D | +10.7% | -5.4% | +16.1% | +17.5% |
| 3M | +6.3% | -4.1% | +10.3% | +11.1% |
| 6M | +19.0% | +0.7% | +18.3% | +17.5% |
| YTD | +47.0% | +8.7% | +38.4% | +33.6% |
| 1Y | +53.4% | +10.9% | +42.6% | +36.3% |
| 3Y | +78.0% | +75.0% | +3.0% | -5.8% |
| All | +72.1% | +67.5% | +4.5% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling