+56.7%
HST vs SPYG
+8.5%
+48.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +3.6% | +2.3% | +1.2% | +2.6% |
| 30D | +11.2% | -6.5% | +17.7% | +13.8% |
| 3M | +13.1% | -6.8% | +19.9% | +15.8% |
| 6M | +23.9% | -3.1% | +27.1% | +25.2% |
| YTD | +52.3% | +8.0% | +44.3% | +42.9% |
| 1Y | +56.7% | +10.2% | +46.4% | +47.3% |
| All | +56.7% | +8.5% | +48.2% | +47.3% |
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