+788.7%
SPYM vs HST
+211.3%
+577.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -2.0% |
| 30D | -5.4% | +10.7% | -16.1% | -7.9% |
| 3M | -4.1% | +6.3% | -10.3% | -5.7% |
| 6M | +0.8% | +19.0% | -18.2% | -4.0% |
| YTD | +8.8% | +47.0% | -38.3% | -2.2% |
| 1Y | +11.0% | +53.4% | -42.5% | -1.4% |
| 3Y | +75.5% | +78.0% | -2.5% | +48.5% |
| 5Y | +68.4% | +71.7% | -3.2% | +41.4% |
| 10Y | +316.1% | +146.2% | +169.9% | +201.0% |
| All | +788.7% | +211.3% | +577.4% | +405.8% |
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