+69.6%
HST vs SFM
+107.8%
-38.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.1% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -12.3% | -4.4% | -7.9% | -12.0% |
| 3M | -6.4% | +1.5% | -7.9% | -6.7% |
| 6M | +15.0% | +6.5% | +8.5% | +13.8% |
| YTD | +30.5% | +2.2% | +28.3% | +29.6% |
| 1Y | +35.7% | -41.9% | +77.6% | +42.9% |
| All | +69.6% | +107.8% | -38.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling