+144.6%
HST vs SM
+4.2%
+140.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.7% | +5.5% |
| 7D | +0.6% | -19.5% | +20.1% | +4.1% |
| 30D | +14.5% | -20.2% | +34.7% | +18.4% |
| 3M | +15.4% | -6.5% | +21.9% | +15.8% |
| 6M | +22.0% | +1.6% | +20.4% | +19.4% |
| YTD | +54.9% | +61.2% | -6.4% | +37.7% |
| 1Y | +54.0% | +65.4% | -11.4% | +36.0% |
| 3Y | +90.4% | -13.0% | +103.5% | +83.4% |
| 5Y | +84.2% | -4.3% | +88.5% | +67.9% |
| 10Y | +144.6% | +3.0% | +141.6% | +42.2% |
| All | +144.6% | +4.2% | +140.4% | +42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling