+1,511.7%
HST vs STT
+6,268.9%
-4,757.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 3M | +6.3% | -10.5% | +16.7% | +12.1% |
| 6M | +19.0% | +10.0% | +9.0% | +12.8% |
| YTD | +47.0% | +30.7% | +16.3% | +27.4% |
| 1Y | +53.4% | +43.8% | +9.7% | +26.7% |
| 3Y | +78.0% | +168.1% | -90.1% | +6.7% |
| 5Y | +71.7% | +101.4% | -29.7% | +14.8% |
| 10Y | +146.2% | +211.3% | -65.1% | +27.0% |
| All | +1,511.7% | +6,268.9% | -4,757.2% | +108.6% |
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 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