-49.2%
SPCH vs HST
-8.6%
-40.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.5% |
| 7D | +15.3% | +2.0% | +13.4% | +18.0% |
| 30D | +28.0% | -5.2% | +33.3% | +17.4% |
| All | -49.2% | -8.6% | -40.6% | -56.5% |
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 · Available span rolling