+9.3%
HSTM vs SPY
+72.1%
-62.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -3.2% | +2.6% | -5.8% | -4.5% |
| 30D | -16.9% | -2.0% | -14.9% | -15.9% |
| 3M | -3.5% | -2.8% | -0.7% | -2.0% |
| 6M | +22.5% | +2.1% | +20.4% | +21.0% |
| YTD | +21.8% | +11.5% | +10.3% | +14.5% |
| 1Y | +14.5% | +13.5% | +1.0% | +6.6% |
| 3Y | +13.1% | +77.7% | -64.6% | -18.1% |
| All | +9.3% | +72.1% | -62.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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