+35.6%
HST vs SITM
+135.9%
-100.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -0.3% | +3.7% | -4.0% | -0.4% |
| 30D | -2.8% | -14.5% | +11.7% | -2.4% |
| 3M | -6.5% | -10.6% | +4.1% | -5.9% |
| 6M | +20.7% | +65.5% | -44.8% | +11.8% |
| YTD | +30.5% | +67.0% | -36.6% | +19.7% |
| All | +35.6% | +135.9% | -100.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling