+82.5%
SPY vs HST
+74.0%
+8.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | +0.1% | -12.3% | +12.3% | +4.6% |
| 3M | +2.0% | -6.4% | +8.4% | +4.0% |
| 6M | +13.0% | +15.0% | -2.0% | +6.8% |
| YTD | +13.5% | +30.5% | -17.0% | +2.3% |
| 1Y | +20.0% | +35.7% | -15.7% | +6.2% |
| 3Y | +77.2% | +68.4% | +8.8% | +41.8% |
| All | +82.5% | +74.0% | +8.5% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling