+52.5%
SO vs HST
+92.1%
-39.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | 0.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.1% |
| 30D | +8.7% | +14.5% | -5.8% | +8.2% |
| 3M | +3.4% | +15.4% | -12.0% | +2.9% |
| 6M | +3.7% | +22.0% | -18.3% | +3.1% |
| YTD | +10.0% | +54.9% | -44.8% | +8.6% |
| 1Y | +6.6% | +54.0% | -47.4% | +5.2% |
| 3Y | +52.5% | +90.4% | -37.9% | +50.2% |
| All | +52.5% | +92.1% | -39.6% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling