+365.7%
SE vs HST
+79.8%
+286.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +2.0% | -2.7% | +4.7% | +3.2% |
| 30D | -20.0% | +10.7% | -30.7% | -23.3% |
| 3M | -31.8% | +6.3% | -38.0% | -33.6% |
| 6M | -15.9% | +19.0% | -34.8% | -22.0% |
| YTD | -40.6% | +47.0% | -87.7% | -49.5% |
| 1Y | -50.7% | +53.4% | -104.1% | -58.9% |
| 3Y | +70.3% | +78.0% | -7.7% | +30.8% |
| 5Y | -78.8% | +71.7% | -150.5% | -83.2% |
| All | +365.7% | +79.8% | +286.0% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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