+73.9%
HST vs SPMO
+149.2%
-75.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -2.2% |
| 30D | -2.8% | +1.1% | -3.9% | -3.7% |
| 3M | -6.5% | +2.0% | -8.5% | -9.4% |
| 6M | +20.7% | +26.5% | -5.8% | -3.1% |
| YTD | +30.5% | +26.5% | +3.9% | +4.7% |
| 1Y | +36.8% | +27.9% | +8.8% | +8.2% |
| 3Y | +65.9% | +160.4% | -94.5% | -36.0% |
| 5Y | +73.9% | +151.5% | -77.6% | -30.9% |
| All | +73.9% | +149.2% | -75.3% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling