+78.7%
SO vs HST
+83.2%
-4.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | -1.3% | +2.0% | +0.9% |
| 30D | +7.8% | +13.4% | -5.6% | +6.5% |
| 3M | +2.9% | +16.7% | -13.8% | +1.4% |
| 6M | +2.5% | +24.0% | -21.5% | +0.3% |
| YTD | +10.3% | +54.0% | -43.7% | +5.4% |
| 1Y | +6.4% | +55.0% | -48.7% | +1.6% |
| 3Y | +52.8% | +89.3% | -36.5% | +41.4% |
| 5Y | +78.7% | +85.4% | -6.7% | +71.3% |
| All | +78.7% | +83.2% | -4.5% | +71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling