+264.0%
SPOT vs HST
+68.2%
+195.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | +12.5% | -12.3% | +24.7% | +16.5% |
| 3M | +9.9% | -6.4% | +16.3% | +11.7% |
| 6M | +1.6% | +15.0% | -13.4% | -2.8% |
| YTD | -6.6% | +30.5% | -37.1% | -13.7% |
| 1Y | -22.9% | +35.7% | -58.6% | -29.8% |
| 3Y | +244.3% | +68.4% | +175.9% | +189.3% |
| 5Y | +117.8% | +73.1% | +44.7% | +83.5% |
| All | +264.0% | +68.2% | +195.9% | +261.0% |
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