+71.6%
HST vs SFM
+105.4%
-33.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | +10.7% | -24.8% | +35.5% | +12.7% |
| 3M | +6.3% | -43.7% | +49.9% | +10.8% |
| 6M | +19.0% | -37.3% | +56.2% | +22.5% |
| YTD | +47.0% | -38.4% | +85.4% | +51.2% |
| 1Y | +53.4% | -36.9% | +90.4% | +57.3% |
| 3Y | +78.0% | +20.7% | +57.3% | +66.6% |
| All | +71.6% | +105.4% | -33.8% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling