+71.4%
HST vs SITM
+4,608.4%
-4,537.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.3% | -0.7% |
| 7D | -1.0% | +9.7% | -10.8% | -2.4% |
| 30D | -12.3% | +12.7% | -25.0% | -14.8% |
| 3M | -6.4% | -13.4% | +7.1% | -6.4% |
| 6M | +15.0% | +59.6% | -44.6% | +2.4% |
| YTD | +30.5% | +73.3% | -42.8% | +13.6% |
| 1Y | +35.7% | +165.5% | -129.9% | +8.6% |
| 3Y | +68.4% | +368.7% | -300.3% | +13.4% |
| 5Y | +73.1% | +172.5% | -99.4% | +16.1% |
| All | +71.4% | +4,608.4% | -4,537.0% | -38.6% |
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