+75.6%
HST vs SM
+70.4%
+5.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.3% | +16.6% | +0.2% |
| 7D | +3.3% | -21.5% | +24.8% | +1.7% |
| 30D | +16.4% | -11.4% | +27.7% | +15.5% |
| 3M | +5.5% | +0.6% | +4.8% | +6.0% |
| 6M | +31.1% | +0.2% | +30.9% | +32.0% |
| YTD | +55.9% | +69.7% | -13.7% | +50.5% |
| 1Y | +75.6% | +71.6% | +4.0% | +69.7% |
| All | +75.6% | +70.4% | +5.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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