+82.3%
HST vs SM
+5.5%
+76.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +3.6% | +9.4% | -5.8% | +1.8% |
| 30D | +11.2% | -14.4% | +25.6% | +13.8% |
| 3M | +13.1% | +1.6% | +11.5% | +11.5% |
| 6M | +23.9% | +6.3% | +17.6% | +19.7% |
| YTD | +52.3% | +78.8% | -26.5% | +28.0% |
| 1Y | +56.7% | +83.1% | -26.5% | +30.6% |
| 3Y | +87.5% | -5.9% | +93.4% | +74.5% |
| All | +82.3% | +5.5% | +76.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling