+895.4%
HST vs SUI
+4,171.7%
-3,276.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -6.2% |
| 7D | -4.2% | +8.8% | -12.9% | -9.9% |
| 30D | +9.6% | +8.9% | +0.6% | +2.4% |
| 3M | -1.1% | +2.0% | -3.1% | -3.3% |
| 6M | +21.1% | -0.6% | +21.7% | +19.8% |
| YTD | +47.1% | +1.3% | +45.7% | +42.9% |
| 1Y | +64.0% | +1.3% | +62.8% | +59.3% |
| 3Y | +77.1% | +16.3% | +60.8% | +48.5% |
| 5Y | +71.8% | -25.1% | +96.8% | +92.1% |
| 10Y | +146.3% | +121.1% | +25.2% | +6.4% |
| All | +895.4% | +4,171.7% | -3,276.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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