+12.1%
SPYM vs HST
+53.7%
-41.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +3.3% | +3.6% | -0.3% | +2.3% |
| 30D | -2.6% | +9.9% | -12.5% | -4.5% |
| 3M | -1.7% | +12.9% | -14.7% | -4.2% |
| 6M | +3.1% | +22.9% | -19.7% | -2.4% |
| YTD | +12.0% | +52.4% | -40.4% | +0.3% |
| 1Y | +12.1% | +52.5% | -40.4% | +0.2% |
| All | +12.1% | +53.7% | -41.6% | +0.2% |
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 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