+35.6%
HST vs SPYG
+18.3%
+17.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -2.8% | -1.7% | -1.1% | -2.3% |
| 3M | -6.5% | +3.6% | -10.1% | -7.6% |
| 6M | +20.7% | +16.6% | +4.1% | +12.4% |
| YTD | +30.5% | +13.4% | +17.1% | +21.8% |
| All | +35.6% | +18.3% | +17.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling