+20.0%
SPY vs HST
+38.1%
-18.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +0.1% | -12.3% | +12.3% | +2.5% |
| 3M | +2.0% | -6.4% | +8.4% | +2.9% |
| 6M | +13.0% | +15.0% | -2.0% | +8.4% |
| YTD | +13.5% | +30.5% | -17.0% | +7.0% |
| 1Y | +20.0% | +35.7% | -15.7% | +11.6% |
| All | +20.0% | +38.1% | -18.1% | +11.6% |
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