+71.7%
HST vs STT
+145.1%
-73.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -12.3% | +3.9% | -16.1% | -14.0% |
| 3M | -6.4% | +20.0% | -26.3% | -15.2% |
| 6M | +15.0% | +55.3% | -40.3% | -9.2% |
| YTD | +30.5% | +53.3% | -22.8% | +3.4% |
| 1Y | +35.7% | +74.7% | -39.0% | 0.0% |
| 3Y | +68.4% | +205.8% | -137.5% | -8.0% |
| All | +71.7% | +145.1% | -73.3% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling