-64.8%
SPCH vs HST
+2.8%
-67.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | 0.0% | +16.9% | +16.8% |
| 7D | -3.0% | -2.7% | -0.3% | -2.2% |
| 30D | -39.8% | +10.7% | -50.5% | -29.8% |
| 3M | +16.8% | +6.3% | +10.6% | +26.8% |
| All | -64.8% | +2.8% | -67.6% | -64.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling