+87.7%
HST vs SM
-3.8%
+91.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.7% |
| 7D | +3.6% | +10.6% | -7.0% | +2.2% |
| 30D | +9.9% | -15.0% | +24.9% | +11.8% |
| 3M | +12.9% | +1.7% | +11.3% | +11.7% |
| 6M | +22.9% | +5.9% | +17.0% | +19.6% |
| YTD | +52.4% | +79.0% | -26.6% | +29.6% |
| 1Y | +52.5% | +84.7% | -32.1% | +28.4% |
| All | +87.7% | -3.8% | +91.5% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling