+19.0%
HST vs SFM
-37.6%
+56.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | -0.1% |
| 7D | -2.7% | -1.2% | -1.5% | -2.5% |
| 30D | +10.7% | -24.8% | +35.5% | +10.2% |
| 3M | +6.3% | -43.7% | +49.9% | +5.2% |
| 6M | +19.0% | -37.3% | +56.2% | +17.4% |
| All | +19.0% | -37.6% | +56.6% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling