+72.9%
HST vs SITM
+4,789.7%
-4,716.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | -0.4% |
| 7D | +0.9% | +3.9% | -3.0% | +0.3% |
| 30D | -2.5% | -6.6% | +4.1% | -1.8% |
| 3M | -5.1% | -11.9% | +6.7% | -5.2% |
| 6M | +21.6% | +81.1% | -59.5% | +6.3% |
| YTD | +31.6% | +80.0% | -48.3% | +13.9% |
| 1Y | +36.1% | +145.8% | -109.7% | +10.5% |
| 3Y | +66.5% | +475.9% | -409.4% | +8.4% |
| 5Y | +76.6% | +189.2% | -112.6% | +17.3% |
| All | +72.9% | +4,789.7% | -4,716.8% | -38.4% |
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