+251.0%
SPOT vs HST
+68.1%
+182.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +2.2% | -2.8% | +5.0% | +3.0% |
| 3M | +5.4% | -6.5% | +11.9% | +7.2% |
| 6M | -4.0% | +20.7% | -24.7% | -9.3% |
| YTD | -9.9% | +30.5% | -40.4% | -16.8% |
| 1Y | -27.3% | +36.8% | -64.1% | -33.9% |
| 3Y | +236.4% | +65.9% | +170.5% | +184.0% |
| 5Y | +112.6% | +73.9% | +38.7% | +78.9% |
| All | +251.0% | +68.1% | +182.9% | +248.1% |
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