+370.0%
HST vs SPYG
+564.9%
-194.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.4% |
| 30D | -12.3% | -0.4% | -11.8% | -11.9% |
| 3M | -6.4% | +0.5% | -6.9% | -7.8% |
| 6M | +15.0% | +17.5% | -2.5% | -3.7% |
| YTD | +30.5% | +14.3% | +16.2% | +12.0% |
| 1Y | +35.7% | +21.7% | +14.0% | +8.5% |
| 3Y | +68.4% | +98.6% | -30.2% | -21.2% |
| 5Y | +73.1% | +85.1% | -12.0% | -14.3% |
| 10Y | +92.7% | +412.0% | -319.3% | -70.2% |
| All | +370.0% | +564.9% | -194.9% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling