+66.1%
HST vs SITM
+409.8%
-343.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +2.0% | +8.4% | -6.4% | +1.1% |
| 30D | -5.2% | -17.4% | +12.2% | -3.5% |
| 3M | -6.2% | -9.8% | +3.6% | -6.4% |
| 6M | +20.4% | +83.0% | -62.5% | +6.5% |
| YTD | +30.6% | +69.6% | -39.0% | +15.8% |
| 1Y | +37.4% | +144.9% | -107.5% | +13.4% |
| 3Y | +66.1% | +429.9% | -363.7% | +13.2% |
| All | +66.1% | +409.8% | -343.7% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling