+71.6%
HST vs STT
+100.0%
-28.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -2.7% | -2.5% | -0.2% | -1.4% |
| 30D | +10.7% | -5.0% | +15.7% | +13.7% |
| 3M | +6.3% | -10.5% | +16.7% | +12.3% |
| 6M | +19.0% | +10.0% | +9.0% | +12.4% |
| YTD | +47.0% | +30.7% | +16.3% | +26.0% |
| 1Y | +53.4% | +43.8% | +9.7% | +24.9% |
| 3Y | +78.0% | +168.1% | -90.1% | +3.2% |
| All | +71.6% | +100.0% | -28.4% | +11.4% |
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