+303.9%
SPY vs HST
+142.8%
+161.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | -5.4% | +10.7% | -16.1% | -8.3% |
| 3M | -4.1% | +6.3% | -10.3% | -6.0% |
| 6M | +0.7% | +19.0% | -18.3% | -4.9% |
| YTD | +8.7% | +47.0% | -38.4% | -4.1% |
| 1Y | +10.9% | +53.4% | -42.6% | -3.6% |
| 3Y | +75.0% | +78.0% | -3.0% | +43.4% |
| 5Y | +67.8% | +71.7% | -3.9% | +36.1% |
| All | +303.9% | +142.8% | +161.1% | +199.2% |
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