+2,059.2%
HST vs SM
+1,608.3%
+450.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | +26.3% | -38.6% | -16.4% |
| 3M | -6.4% | +8.7% | -15.0% | -8.8% |
| 6M | +15.0% | +51.7% | -36.7% | +3.5% |
| YTD | +30.5% | +99.0% | -68.5% | +10.8% |
| 1Y | +35.7% | +34.6% | +1.1% | +23.7% |
| 3Y | +68.4% | -7.8% | +76.1% | +60.4% |
| 5Y | +73.1% | +104.8% | -31.7% | +34.2% |
| 10Y | +92.7% | +7.2% | +85.5% | +12.1% |
| All | +2,059.2% | +1,608.3% | +450.9% | +729.0% |
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