-10.1%
SOUN vs HST
+33.0%
-43.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.2% | -1.0% | -4.2% | -4.4% |
| 30D | +4.8% | -12.3% | +17.1% | +15.9% |
| 3M | -15.9% | -6.4% | -9.5% | -12.7% |
| 6M | -17.4% | +15.0% | -32.4% | -29.7% |
| YTD | -32.4% | +30.5% | -62.9% | -48.9% |
| 1Y | -49.3% | +35.7% | -85.0% | -63.7% |
| 3Y | +167.5% | +68.4% | +99.1% | +66.6% |
| All | -10.1% | +33.0% | -43.2% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling