+468.7%
SPCX vs HST
+75.5%
+393.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.9% |
| 7D | -0.3% | -2.7% | +2.4% | +14.3% |
| 30D | -19.9% | +10.7% | -30.6% | -72.5% |
| 3M | +16.8% | +6.3% | +10.6% | -53.4% |
| 6M | +510.9% | +34.1% | +476.7% | +26.3% |
| YTD | +516.3% | +47.0% | +469.3% | +27.6% |
| 1Y | +421.3% | +53.4% | +367.8% | +8.1% |
| All | +468.7% | +75.5% | +393.2% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling