+1,808.6%
STM vs HST
+895.0%
+913.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.4% |
| 7D | -10.7% | -2.7% | -8.1% | -9.5% |
| 30D | -25.7% | +10.7% | -36.4% | -28.8% |
| 3M | -21.6% | +6.3% | -27.8% | -23.5% |
| 6M | -27.8% | +19.0% | -46.8% | -32.9% |
| YTD | +61.8% | +47.0% | +14.7% | +37.8% |
| 1Y | +78.1% | +53.4% | +24.7% | +48.9% |
| 3Y | +4.9% | +78.0% | -73.1% | -17.4% |
| 5Y | -14.3% | +71.7% | -85.9% | -32.1% |
| 10Y | +414.1% | +146.2% | +267.9% | +226.0% |
| All | +1,808.6% | +895.0% | +913.6% | +500.6% |
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