+5,976.4%
SO vs HST
+1,330.6%
+4,645.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | -3.0% | -6.4% | +3.3% | -2.4% |
| 6M | -8.3% | +15.0% | -23.3% | -9.8% |
| YTD | +3.5% | +30.5% | -27.0% | +0.4% |
| 1Y | -0.9% | +35.7% | -36.6% | -4.4% |
| 3Y | +45.4% | +68.4% | -23.0% | +35.9% |
| 5Y | +59.6% | +73.1% | -13.5% | +47.2% |
| 10Y | +156.6% | +92.7% | +63.9% | +127.4% |
| All | +5,976.4% | +1,330.6% | +4,645.7% | +4,307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling