+100.0%
HST vs SITM
+3,319.5%
-3,219.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.7% |
| 7D | +3.6% | +6.6% | -3.1% | +2.5% |
| 30D | +11.2% | -15.3% | +26.5% | +13.1% |
| 3M | +13.1% | -35.4% | +48.5% | +18.6% |
| 6M | +23.9% | -46.8% | +70.7% | +31.3% |
| YTD | +52.3% | +25.9% | +26.4% | +37.1% |
| 1Y | +56.7% | +54.0% | +2.7% | +35.8% |
| 3Y | +87.5% | +315.6% | -228.1% | +26.6% |
| 5Y | +82.8% | +74.4% | +8.4% | +30.6% |
| All | +100.0% | +3,319.5% | -3,219.5% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling