+108.1%
HST vs SPMO
+514.3%
-406.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -0.7% | -0.7% | 0.0% | -0.4% |
| 3M | -4.0% | +2.8% | -6.9% | -7.4% |
| 6M | +20.7% | +24.4% | -3.7% | +0.3% |
| YTD | +31.0% | +24.2% | +6.9% | +9.0% |
| 1Y | +36.2% | +24.5% | +11.7% | +12.7% |
| 3Y | +66.6% | +155.6% | -88.9% | -21.2% |
| 5Y | +75.8% | +148.2% | -72.4% | -14.9% |
| All | +108.1% | +514.3% | -406.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling