-2.3%
HSTM vs SPY
+81.8%
-84.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.2% | +0.5% | -3.8% | -3.5% |
| 30D | +0.1% | -0.9% | +1.1% | +0.6% |
| 3M | +12.1% | +3.9% | +8.2% | +9.7% |
| 6M | +29.6% | +14.5% | +15.1% | +20.2% |
| YTD | +25.0% | +12.9% | +12.1% | +16.8% |
| 1Y | +2.8% | +19.4% | -16.5% | -7.0% |
| 3Y | +38.8% | +78.5% | -39.6% | +0.5% |
| 5Y | -2.3% | +81.8% | -84.0% | -29.9% |
| All | -2.3% | +81.8% | -84.0% | -29.9% |
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