+78.3%
SPY vs HST
+87.3%
-9.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | +3.3% | +3.6% | -0.3% | +2.0% |
| 30D | -2.7% | +9.9% | -12.6% | -5.8% |
| 3M | -1.7% | +12.9% | -14.7% | -5.9% |
| 6M | +3.1% | +22.9% | -19.8% | -4.7% |
| YTD | +11.9% | +52.4% | -40.5% | -5.0% |
| 1Y | +12.0% | +52.5% | -40.6% | -5.1% |
| All | +78.3% | +87.3% | -9.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling