-81.4%
SMR vs HST
+53.7%
-135.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.0% | -6.8% | -7.1% |
| 7D | +10.3% | +3.6% | +6.7% | +7.5% |
| 30D | -25.7% | +9.9% | -35.6% | -29.5% |
| 3M | -49.7% | +12.9% | -62.7% | -53.1% |
| 6M | -59.8% | +22.9% | -82.7% | -66.1% |
| YTD | -66.0% | +52.4% | -118.4% | -74.6% |
| 1Y | -81.4% | +52.5% | -134.0% | -86.1% |
| All | -81.4% | +53.7% | -135.2% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling