+1,570.6%
HST vs STT
+6,617.4%
-5,046.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.6% | +5.1% | -1.5% | +1.1% |
| 30D | +9.9% | -0.2% | +10.1% | +10.0% |
| 3M | +12.9% | -8.1% | +21.1% | +17.6% |
| 6M | +22.9% | +16.6% | +6.2% | +13.2% |
| YTD | +52.4% | +37.8% | +14.6% | +28.5% |
| 1Y | +52.5% | +46.8% | +5.7% | +24.6% |
| 3Y | +87.4% | +181.2% | -93.7% | +9.7% |
| 5Y | +82.9% | +105.1% | -22.2% | +21.2% |
| 10Y | +134.8% | +202.3% | -67.6% | +22.8% |
| All | +1,570.6% | +6,617.4% | -5,046.8% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling