+87.5%
HST vs SPMO
+124.5%
-37.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +3.6% | +6.3% | -2.8% | +0.5% |
| 30D | +11.2% | -8.9% | +20.1% | +15.9% |
| 3M | +13.1% | -13.2% | +26.3% | +20.5% |
| 6M | +23.9% | -9.3% | +33.2% | +27.1% |
| YTD | +52.3% | +11.6% | +40.7% | +36.3% |
| 1Y | +56.7% | +13.4% | +43.3% | +38.4% |
| 3Y | +87.5% | +122.9% | -35.4% | +0.1% |
| All | +87.5% | +124.5% | -37.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling