+783.2%
HST vs SUI
+4,037.5%
-3,254.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -1.0% | -2.8% | +1.8% | +1.0% |
| 30D | -12.3% | -1.2% | -11.1% | -11.6% |
| 3M | -6.4% | -1.7% | -4.6% | -5.8% |
| 6M | +15.0% | -10.5% | +25.5% | +23.5% |
| YTD | +30.5% | -1.8% | +32.3% | +30.7% |
| 1Y | +35.7% | -4.1% | +39.8% | +37.5% |
| 3Y | +68.4% | +11.3% | +57.1% | +46.1% |
| 5Y | +73.1% | -32.1% | +105.2% | +109.4% |
| 10Y | +92.7% | +110.4% | -17.7% | -13.2% |
| All | +783.2% | +4,037.5% | -3,254.3% | -28.7% |
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