+175.2%
SO vs HST
+142.8%
+32.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.5% | -2.7% | +1.2% | -1.1% |
| 30D | +8.1% | +10.7% | -2.6% | +6.2% |
| 3M | +0.2% | +6.3% | -6.0% | -0.9% |
| 6M | +0.4% | +19.0% | -18.6% | -2.7% |
| YTD | +8.5% | +47.0% | -38.5% | +1.2% |
| 1Y | +4.9% | +53.4% | -48.5% | -2.9% |
| 3Y | +47.9% | +78.0% | -30.1% | +31.4% |
| 5Y | +75.7% | +71.7% | +4.0% | +53.9% |
| All | +175.2% | +142.8% | +32.4% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling