-52.1%
SMR vs HST
+79.4%
-131.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.3% |
| 7D | +10.3% | +3.6% | +6.7% | +8.2% |
| 30D | -25.7% | +9.9% | -35.6% | -29.1% |
| 3M | -49.7% | +12.9% | -62.7% | -52.8% |
| 6M | -59.8% | +22.9% | -82.7% | -64.2% |
| YTD | -66.0% | +52.4% | -118.4% | -72.9% |
| 1Y | -81.4% | +52.5% | -134.0% | -85.3% |
| 3Y | +130.6% | +87.4% | +43.2% | +66.0% |
| All | -52.1% | +79.4% | -131.5% | -66.2% |
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