-0.3%
SPOT vs HST
+76.4%
-76.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.4% |
| 7D | +16.6% | +3.3% | +13.3% | +16.0% |
| 30D | +29.9% | +16.4% | +13.6% | +26.8% |
| 3M | +31.3% | +5.5% | +25.8% | +30.1% |
| 6M | +43.2% | +31.1% | +12.1% | +37.1% |
| YTD | +8.1% | +55.9% | -47.8% | +3.1% |
| 1Y | -0.3% | +75.6% | -75.9% | -5.8% |
| All | -0.3% | +76.4% | -76.7% | -5.8% |
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 · 6 months rolling