-90.2%
SNDQ vs HST
+27.4%
-117.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.1% | +10.9% |
| 7D | -18.7% | +3.6% | -22.2% | -14.2% |
| 30D | +69.5% | +11.2% | +58.3% | +81.1% |
| 3M | +54.2% | +13.1% | +41.1% | +65.1% |
| 6M | -69.6% | +23.9% | -93.5% | -52.6% |
| All | -90.2% | +27.4% | -117.6% | -83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling