+806.4%
SPYM vs HST
+227.9%
+578.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | -0.6% | +0.6% | -1.1% | -0.7% |
| 30D | -3.7% | +14.5% | -18.1% | -7.1% |
| 3M | -2.7% | +15.4% | -18.1% | -6.4% |
| 6M | +2.2% | +22.0% | -19.7% | -3.3% |
| YTD | +10.9% | +54.9% | -43.9% | -1.6% |
| 1Y | +11.3% | +54.0% | -42.6% | -1.2% |
| 3Y | +76.8% | +90.4% | -13.6% | +47.0% |
| 5Y | +73.5% | +84.2% | -10.7% | +43.0% |
| 10Y | +307.9% | +144.6% | +163.3% | +195.2% |
| All | +806.4% | +227.9% | +578.5% | +408.8% |
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