-49.5%
SMR vs HST
+73.1%
-122.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.3% | +16.3% |
| 7D | -9.6% | -2.7% | -6.9% | -7.9% |
| 30D | -33.8% | +10.7% | -44.5% | -37.1% |
| 3M | -46.4% | +6.3% | -52.6% | -47.9% |
| 6M | -62.4% | +19.0% | -81.4% | -66.0% |
| YTD | -64.1% | +47.0% | -111.2% | -70.9% |
| 1Y | -84.3% | +53.4% | -137.8% | -87.7% |
| 3Y | +55.8% | +78.0% | -22.2% | +14.9% |
| All | -49.5% | +73.1% | -122.6% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling