+463.1%
STM vs HST
+143.8%
+319.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | +1.4% | -1.3% | +2.7% | +2.4% |
| 30D | -8.4% | +13.4% | -21.7% | -13.9% |
| 3M | -15.8% | +16.7% | -32.5% | -22.2% |
| 6M | -22.8% | +24.0% | -46.8% | -31.0% |
| YTD | +79.4% | +54.0% | +25.4% | +44.0% |
| 1Y | +97.0% | +55.0% | +41.9% | +57.5% |
| 3Y | +14.2% | +89.3% | -75.1% | -17.6% |
| 5Y | -4.5% | +85.4% | -89.9% | -31.2% |
| 10Y | +463.1% | +137.1% | +325.9% | +251.0% |
| All | +463.1% | +143.8% | +319.3% | +251.0% |
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