+312.8%
SPY vs HST
+97.2%
+215.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | +0.1% | -12.3% | +12.3% | +4.0% |
| 3M | +2.0% | -6.4% | +8.4% | +3.8% |
| 6M | +13.0% | +15.0% | -2.0% | +7.7% |
| YTD | +13.5% | +30.5% | -17.0% | +3.9% |
| 1Y | +20.0% | +35.7% | -15.7% | +8.2% |
| 3Y | +77.2% | +68.4% | +8.8% | +47.6% |
| 5Y | +81.9% | +73.1% | +8.8% | +47.7% |
| All | +312.8% | +97.2% | +215.7% | +213.1% |
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