+36.8%
HST vs SFM
-47.5%
+84.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -0.3% | -7.2% | +6.9% | -0.2% |
| 30D | -2.8% | -14.3% | +11.5% | -2.5% |
| 3M | -6.5% | -13.7% | +7.2% | -6.2% |
| 6M | +20.7% | -6.0% | +26.7% | +20.6% |
| YTD | +30.5% | -8.2% | +38.7% | +30.7% |
| 1Y | +36.8% | -46.2% | +83.0% | +40.1% |
| All | +36.8% | -47.5% | +84.3% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling