+63,606.1%
SU vs HST
+1,569.3%
+62,036.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.7% | +3.6% | -1.9% | -0.1% |
| 30D | -7.9% | +11.2% | -19.1% | -12.9% |
| 3M | +7.5% | +13.1% | -5.5% | +0.7% |
| 6M | +7.2% | +23.9% | -16.7% | -4.8% |
| YTD | +60.9% | +52.3% | +8.6% | +27.5% |
| 1Y | +63.6% | +56.7% | +7.0% | +27.5% |
| 3Y | +128.9% | +87.5% | +41.4% | +58.2% |
| 5Y | +228.3% | +82.8% | +145.5% | +119.4% |
| 10Y | +240.6% | +134.6% | +106.0% | +88.9% |
| All | +63,606.1% | +1,569.3% | +62,036.8% | +1,019.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling