+65.7%
HST vs SM
-0.7%
+66.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +0.7% | +2.1% | -1.5% | +0.4% |
| 30D | -0.7% | +18.1% | -18.8% | -3.1% |
| 3M | -4.0% | +17.0% | -21.0% | -6.6% |
| 6M | +20.7% | +55.4% | -34.7% | +9.5% |
| YTD | +31.0% | +108.6% | -77.5% | +10.6% |
| 1Y | +36.2% | +45.7% | -9.4% | +24.5% |
| All | +65.7% | -0.7% | +66.4% | +51.1% |
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