+52.5%
HST vs SM
+78.0%
-25.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.7% |
| 7D | +3.6% | +10.6% | -7.0% | +4.3% |
| 30D | +9.9% | -15.0% | +24.9% | +8.8% |
| 3M | +12.9% | +1.7% | +11.3% | +13.5% |
| 6M | +22.9% | +5.9% | +17.0% | +24.0% |
| YTD | +52.4% | +79.0% | -26.6% | +45.1% |
| 1Y | +52.5% | +84.7% | -32.1% | +44.2% |
| All | +52.5% | +78.0% | -25.4% | +44.2% |
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 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