+468.7%
SPCX vs HST
+75.5%
+393.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.7% | +8.9% |
| 7D | -0.3% | -2.7% | +2.4% | +13.3% |
| 30D | -19.9% | +10.7% | -30.6% | -66.1% |
| 3M | +16.8% | +6.3% | +10.6% | -42.7% |
| 6M | +421.0% | +64.0% | +357.0% | -22.6% |
| YTD | +421.0% | +64.0% | +357.0% | -22.6% |
| 1Y | +421.0% | +64.0% | +357.0% | -22.6% |
| All | +468.7% | +75.5% | +393.2% | -14.0% |
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 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