-45.2%
SOUN vs HST
+49.9%
-95.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.6% | -2.7% | +0.1% | -0.6% |
| 30D | -27.0% | +10.7% | -37.7% | -33.2% |
| 3M | -41.9% | +6.3% | -48.2% | -45.0% |
| 6M | -56.1% | +19.0% | -75.1% | -63.5% |
| YTD | -58.8% | +47.0% | -105.8% | -71.9% |
| 1Y | -71.1% | +53.4% | -124.6% | -81.2% |
| 3Y | +130.9% | +78.0% | +52.9% | +34.9% |
| All | -45.2% | +49.9% | -95.1% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling