+134.3%
HST vs SFM
+40.3%
+94.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.5% |
| 7D | -2.7% | -1.2% | -1.5% | -2.6% |
| 30D | +10.7% | -24.8% | +35.5% | +13.5% |
| 3M | +6.3% | -43.7% | +49.9% | +12.3% |
| 6M | +19.0% | -37.3% | +56.2% | +23.7% |
| YTD | +47.0% | -38.4% | +85.4% | +52.6% |
| 1Y | +53.4% | -36.9% | +90.4% | +58.7% |
| 3Y | +78.0% | +20.7% | +57.3% | +66.4% |
| 5Y | +71.7% | +103.5% | -31.8% | +47.3% |
| 10Y | +146.2% | +139.7% | +6.4% | +98.3% |
| All | +134.3% | +40.3% | +94.1% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling