+37.4%
HST vs SM
+46.7%
-9.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.3% |
| 7D | +2.0% | -0.2% | +2.1% | +2.0% |
| 30D | -5.2% | +31.5% | -36.8% | -4.0% |
| 3M | -6.2% | +17.3% | -23.6% | -5.3% |
| 6M | +20.4% | +48.5% | -28.1% | +20.3% |
| YTD | +30.6% | +106.3% | -75.6% | +25.7% |
| 1Y | +37.4% | +47.3% | -9.9% | +36.3% |
| All | +37.4% | +46.7% | -9.4% | +36.3% |
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