+61,246.3%
SU vs HST
+1,330.6%
+59,915.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +3.6% | -1.0% | +4.6% | +4.0% |
| 30D | +7.9% | -12.3% | +20.1% | +14.8% |
| 3M | +3.5% | -6.4% | +9.9% | +6.2% |
| 6M | +19.0% | +15.0% | +4.0% | +9.2% |
| YTD | +55.0% | +30.5% | +24.4% | +33.0% |
| 1Y | +71.2% | +35.7% | +35.5% | +43.5% |
| 3Y | +117.4% | +68.4% | +49.0% | +58.5% |
| 5Y | +335.2% | +73.1% | +262.0% | +199.2% |
| 10Y | +248.7% | +92.7% | +156.0% | +113.5% |
| All | +61,246.3% | +1,330.6% | +59,915.6% | +1,067.7% |
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 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