+111.7%
SPOT vs HST
+72.4%
+39.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -2.9% | +2.0% | -4.8% | -3.7% |
| 30D | +8.3% | -5.2% | +13.5% | +10.7% |
| 3M | +5.1% | -6.2% | +11.3% | +7.7% |
| 6M | -6.5% | +20.4% | -26.9% | -14.6% |
| YTD | -9.0% | +30.6% | -39.6% | -20.1% |
| 1Y | -26.4% | +37.4% | -63.8% | -37.2% |
| 3Y | +240.0% | +66.1% | +173.9% | +149.4% |
| 5Y | +111.7% | +73.7% | +38.0% | +50.8% |
| All | +111.7% | +72.4% | +39.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling