+137.9%
HST vs STT
+210.2%
-72.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +0.8% |
| 7D | -1.1% | +0.9% | -2.1% | -1.6% |
| 30D | +11.6% | -2.3% | +13.9% | +13.1% |
| 3M | +9.5% | -7.5% | +17.0% | +14.2% |
| 6M | +18.9% | +14.9% | +4.0% | +9.0% |
| YTD | +51.0% | +34.9% | +16.1% | +25.3% |
| 1Y | +53.0% | +47.1% | +5.9% | +20.6% |
| 3Y | +87.5% | +179.6% | -92.1% | +0.1% |
| 5Y | +76.7% | +107.1% | -30.4% | +7.8% |
| 10Y | +137.9% | +199.4% | -61.5% | +4.2% |
| All | +137.9% | +210.2% | -72.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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