+75.8%
HST vs SPYG
+82.6%
-6.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +0.7% | -1.8% | +2.5% | +2.0% |
| 30D | -0.7% | -1.9% | +1.3% | +0.7% |
| 3M | -4.0% | +5.2% | -9.2% | -8.0% |
| 6M | +20.7% | +15.6% | +5.1% | +7.1% |
| YTD | +31.0% | +12.4% | +18.6% | +18.6% |
| 1Y | +36.2% | +17.5% | +18.8% | +18.5% |
| 3Y | +66.6% | +98.1% | -31.4% | -7.4% |
| 5Y | +75.8% | +84.9% | -9.1% | +2.5% |
| All | +75.8% | +82.6% | -6.8% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling