+2,332.6%
HST vs SM
+1,302.7%
+1,029.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -2.7% | -25.9% | +23.2% | +2.7% |
| 30D | +10.7% | -15.1% | +25.8% | +13.7% |
| 3M | +6.3% | +4.9% | +1.4% | +4.1% |
| 6M | +19.0% | +6.1% | +12.8% | +15.1% |
| YTD | +47.0% | +63.4% | -16.4% | +28.7% |
| 1Y | +53.4% | +72.5% | -19.0% | +32.6% |
| 3Y | +78.0% | -16.9% | +94.9% | +72.2% |
| 5Y | +71.7% | -10.6% | +82.3% | +56.3% |
| 10Y | +146.2% | +11.3% | +134.9% | +41.4% |
| All | +2,332.6% | +1,302.7% | +1,029.9% | +862.9% |
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