+188.0%
SOUN vs HST
+67.0%
+121.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -4.3% |
| 30D | +4.8% | -12.3% | +17.1% | +18.2% |
| 3M | -15.9% | -6.4% | -9.5% | -12.4% |
| 6M | -17.4% | +15.0% | -32.4% | -33.3% |
| YTD | -32.4% | +30.5% | -62.9% | -53.3% |
| 1Y | -49.3% | +35.7% | -85.0% | -67.5% |
| All | +188.0% | +67.0% | +121.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling