+1,773.3%
HST vs SPY
+3,091.8%
-1,318.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -12.3% | +0.1% | -12.3% | -12.3% |
| 3M | -6.4% | +2.0% | -8.4% | -9.0% |
| 6M | +15.0% | +13.0% | +2.0% | -1.4% |
| YTD | +30.5% | +13.5% | +17.0% | +11.3% |
| 1Y | +35.7% | +20.0% | +15.7% | +7.9% |
| 3Y | +68.4% | +77.2% | -8.8% | -17.0% |
| 5Y | +73.1% | +81.9% | -8.8% | -17.1% |
| 10Y | +92.7% | +314.1% | -221.3% | -66.6% |
| All | +1,773.3% | +3,091.8% | -1,318.5% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling