+100.2%
HST vs SITM
+3,519.6%
-3,419.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.6% | +32.5% | -28.9% | -0.8% |
| 30D | +9.9% | -18.8% | +28.7% | +12.4% |
| 3M | +12.9% | -30.9% | +43.8% | +17.3% |
| 6M | +22.9% | -44.5% | +67.3% | +29.5% |
| YTD | +52.4% | +33.2% | +19.2% | +36.2% |
| 1Y | +52.5% | +53.8% | -1.3% | +32.5% |
| 3Y | +87.4% | +335.7% | -248.3% | +25.8% |
| 5Y | +82.9% | +84.6% | -1.7% | +29.7% |
| All | +100.2% | +3,519.6% | -3,419.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling