+678.9%
STM vs HST
+92.5%
+586.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +5.8% | -1.0% | +6.8% | +6.4% |
| 30D | -1.0% | -12.3% | +11.3% | +5.6% |
| 3M | -33.3% | -6.4% | -26.9% | -31.2% |
| 6M | +57.4% | +15.0% | +42.4% | +46.4% |
| YTD | +102.2% | +30.5% | +71.7% | +76.5% |
| 1Y | +99.6% | +35.7% | +63.9% | +70.4% |
| 3Y | +14.5% | +68.4% | -53.9% | -12.3% |
| 5Y | +21.4% | +73.1% | -51.8% | -8.8% |
| All | +678.9% | +92.5% | +586.4% | +410.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling