-13.6%
SOUN vs HST
+33.0%
-46.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -4.4% | -0.3% | -4.1% | -4.2% |
| 30D | -13.1% | -2.8% | -10.4% | -11.2% |
| 3M | -7.7% | -6.5% | -1.2% | -4.1% |
| 6M | -21.2% | +20.7% | -41.9% | -35.8% |
| YTD | -35.0% | +30.5% | -65.5% | -50.8% |
| 1Y | -56.4% | +36.8% | -93.1% | -69.0% |
| 3Y | +181.7% | +65.9% | +115.8% | +77.2% |
| All | -13.6% | +33.0% | -46.6% | -34.8% |
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