+11.1%
SMR vs HST
+53.8%
-42.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.1% | +15.2% | +15.2% |
| 7D | +21.4% | +2.0% | +19.4% | +20.1% |
| 30D | +13.8% | -5.2% | +19.1% | +17.2% |
| 3M | +3.9% | -6.2% | +10.1% | +7.0% |
| 6M | -4.2% | +20.4% | -24.6% | -14.1% |
| YTD | -21.1% | +30.6% | -51.7% | -32.0% |
| 1Y | -67.1% | +37.4% | -104.4% | -72.7% |
| 3Y | +88.9% | +66.1% | +22.7% | +45.9% |
| All | +11.1% | +53.8% | -42.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling