+78.1%
STM vs HST
+57.3%
+20.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | -10.7% | -2.7% | -8.1% | -8.2% |
| 30D | -25.7% | +10.7% | -36.4% | -30.5% |
| 3M | -21.6% | +6.3% | -27.8% | -24.3% |
| 6M | -27.8% | +19.0% | -46.8% | -38.1% |
| YTD | +61.8% | +47.0% | +14.7% | +18.2% |
| 1Y | +78.1% | +53.4% | +24.7% | +26.8% |
| All | +78.1% | +57.3% | +20.8% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling