+265.7%
SU vs HST
+109.4%
+156.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +9.6% | -0.7% | +10.3% | +9.9% |
| 3M | +11.7% | -4.0% | +15.7% | +13.2% |
| 6M | +21.9% | +20.7% | +1.2% | +9.5% |
| YTD | +58.6% | +31.0% | +27.6% | +36.2% |
| 1Y | +66.5% | +36.2% | +30.3% | +39.6% |
| 3Y | +121.4% | +66.6% | +54.8% | +61.9% |
| 5Y | +355.7% | +75.8% | +279.9% | +206.1% |
| All | +265.7% | +109.4% | +156.3% | +123.8% |
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