+59.8%
SO vs HST
+74.0%
-14.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -0.2% | -1.0% | +0.9% | -0.1% |
| 30D | -4.6% | -12.3% | +7.7% | -3.5% |
| 3M | -3.0% | -6.4% | +3.3% | -2.5% |
| 6M | -8.3% | +15.0% | -23.3% | -9.6% |
| YTD | +3.5% | +30.5% | -27.0% | +0.7% |
| 1Y | -0.9% | +35.7% | -36.6% | -4.1% |
| 3Y | +45.4% | +68.4% | -23.0% | +35.9% |
| All | +59.8% | +74.0% | -14.2% | +51.6% |
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