-73.1%
SOUN vs HST
+55.2%
-128.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -5.1% |
| 7D | -6.1% | +0.6% | -6.6% | -6.2% |
| 30D | -28.2% | +14.5% | -42.7% | -30.7% |
| 3M | -48.1% | +15.4% | -63.5% | -50.0% |
| 6M | -56.4% | +22.0% | -78.4% | -60.6% |
| YTD | -61.2% | +54.9% | -116.0% | -69.4% |
| 1Y | -73.1% | +54.0% | -127.1% | -78.9% |
| All | -73.1% | +55.2% | -128.4% | -78.9% |
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 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