+82.3%
SPYM vs HST
+72.4%
+9.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | +2.0% | -1.4% | -0.1% |
| 30D | -0.9% | -5.2% | +4.3% | +0.9% |
| 3M | +3.9% | -6.2% | +10.1% | +5.9% |
| 6M | +14.5% | +20.4% | -5.9% | +6.6% |
| YTD | +13.0% | +30.6% | -17.6% | +1.9% |
| 1Y | +19.4% | +37.4% | -17.9% | +5.4% |
| 3Y | +78.9% | +66.1% | +12.8% | +44.3% |
| 5Y | +82.3% | +73.7% | +8.6% | +43.5% |
| All | +82.3% | +72.4% | +9.9% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling