+122.4%
HST vs SPMO
+460.5%
-338.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | +3.6% | +6.3% | -2.8% | -0.8% |
| 30D | +11.2% | -8.9% | +20.1% | +17.9% |
| 3M | +13.1% | -13.2% | +26.3% | +23.6% |
| 6M | +23.9% | -9.3% | +33.2% | +28.8% |
| YTD | +52.3% | +11.6% | +40.7% | +35.3% |
| 1Y | +56.7% | +13.4% | +43.3% | +37.2% |
| 3Y | +87.5% | +122.9% | -35.4% | -3.3% |
| 5Y | +82.8% | +113.9% | -31.1% | -2.9% |
| All | +122.4% | +460.5% | -338.1% | -23.0% |
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