+196.4%
SO vs HST
+133.7%
+62.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | +3.6% | -2.2% | +0.8% |
| 30D | +4.7% | +11.2% | -6.5% | +2.8% |
| 3M | +1.7% | +13.1% | -11.4% | -0.5% |
| 6M | +2.2% | +23.9% | -21.8% | -1.7% |
| YTD | +10.0% | +52.3% | -42.3% | +1.9% |
| 1Y | +6.0% | +56.7% | -50.6% | -2.3% |
| 3Y | +54.1% | +87.5% | -33.4% | +35.6% |
| 5Y | +79.6% | +82.8% | -3.2% | +55.4% |
| All | +196.4% | +133.7% | +62.7% | +132.7% |
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