+122.4%
HST vs SM
+18.0%
+104.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.6% | +9.4% | -5.8% | +1.9% |
| 30D | +11.2% | -14.4% | +25.6% | +13.6% |
| 3M | +13.1% | +1.6% | +11.5% | +11.8% |
| 6M | +23.9% | +6.3% | +17.6% | +20.3% |
| YTD | +52.3% | +78.8% | -26.5% | +32.9% |
| 1Y | +56.7% | +83.1% | -26.5% | +36.0% |
| 3Y | +87.5% | -5.9% | +93.4% | +78.0% |
| 5Y | +82.8% | +4.8% | +78.0% | +64.0% |
| All | +122.4% | +18.0% | +104.4% | +26.6% |
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