+99.8%
HST vs SFM
+293.3%
-193.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.8% |
| 7D | +2.0% | -5.8% | +7.8% | +2.6% |
| 30D | -5.2% | -11.4% | +6.1% | -4.1% |
| 3M | -6.2% | -12.2% | +6.0% | -5.3% |
| 6M | +20.4% | -5.2% | +25.6% | +20.3% |
| YTD | +30.6% | -4.5% | +35.1% | +30.1% |
| 1Y | +37.4% | -45.4% | +82.7% | +45.3% |
| 3Y | +66.1% | +91.1% | -25.0% | +49.1% |
| 5Y | +73.7% | +226.8% | -153.1% | +43.1% |
| 10Y | +99.8% | +291.9% | -192.1% | +57.0% |
| All | +99.8% | +293.3% | -193.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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