-48.4%
SOUN vs HST
+57.9%
-106.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -6.6% |
| 7D | -6.1% | +0.6% | -6.6% | -6.9% |
| 30D | -28.2% | +14.5% | -42.7% | -36.2% |
| 3M | -48.1% | +15.4% | -63.5% | -54.3% |
| 6M | -56.4% | +22.0% | -78.4% | -64.4% |
| YTD | -61.2% | +54.9% | -116.0% | -74.7% |
| 1Y | -73.1% | +54.0% | -127.1% | -82.5% |
| 3Y | +116.2% | +90.4% | +25.8% | +19.4% |
| All | -48.4% | +57.9% | -106.3% | -66.5% |
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