+144.6%
HST vs STT
+198.3%
-53.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.3% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +14.5% | -1.9% | +16.4% | +15.8% |
| 3M | +15.4% | -7.6% | +23.0% | +20.5% |
| 6M | +22.0% | +16.0% | +6.0% | +11.2% |
| YTD | +54.9% | +36.2% | +18.7% | +27.8% |
| 1Y | +54.0% | +46.8% | +7.2% | +21.5% |
| 3Y | +90.4% | +177.8% | -87.3% | +2.1% |
| 5Y | +84.2% | +105.8% | -21.6% | +12.9% |
| 10Y | +144.6% | +197.6% | -53.0% | +7.6% |
| All | +144.6% | +198.3% | -53.7% | +7.6% |
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