-56.4%
SOUN vs HST
+37.9%
-94.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -13.1% | -2.8% | -10.4% | -12.8% |
| 3M | -7.7% | -6.5% | -1.2% | -8.3% |
| 6M | -21.2% | +20.7% | -41.9% | -30.3% |
| YTD | -35.0% | +30.5% | -65.5% | -42.7% |
| 1Y | -56.4% | +36.8% | -93.1% | -62.6% |
| All | -56.4% | +37.9% | -94.2% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling