+2,421.5%
HST vs SM
+1,436.3%
+985.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -2.0% |
| 7D | +3.6% | +10.6% | -7.0% | +1.5% |
| 30D | +9.9% | -15.0% | +24.9% | +12.7% |
| 3M | +12.9% | +1.7% | +11.3% | +11.5% |
| 6M | +22.9% | +5.9% | +17.0% | +18.9% |
| YTD | +52.4% | +79.0% | -26.6% | +31.0% |
| 1Y | +52.5% | +84.7% | -32.1% | +30.1% |
| 3Y | +87.4% | -3.5% | +90.9% | +75.9% |
| 5Y | +82.9% | +4.9% | +78.0% | +61.4% |
| 10Y | +134.8% | +17.7% | +117.1% | +33.4% |
| All | +2,421.5% | +1,436.3% | +985.2% | +879.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling