+311.1%
SPOT vs HST
+96.2%
+214.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +1.6% | +3.6% | -2.0% | +0.6% |
| 30D | +16.9% | +11.2% | +5.7% | +13.4% |
| 3M | +23.0% | +13.1% | +9.9% | +18.7% |
| 6M | +42.2% | +23.9% | +18.3% | +33.5% |
| YTD | +5.5% | +52.3% | -46.8% | -6.7% |
| 1Y | -5.1% | +56.7% | -61.7% | -16.8% |
| 3Y | +257.9% | +87.5% | +170.4% | +192.0% |
| 5Y | +118.4% | +82.8% | +35.6% | +79.0% |
| All | +311.1% | +96.2% | +214.9% | +290.1% |
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