+49.8%
HBM vs MSTZ
-63.1%
+112.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.2% | +2.5% |
| 7D | -5.8% | +0.7% | -6.6% | -5.4% |
| 30D | -18.5% | +16.6% | -35.1% | -15.8% |
| 3M | -10.3% | -74.7% | +64.4% | -19.6% |
| 6M | +2.1% | -43.9% | +46.0% | +2.8% |
| YTD | +12.0% | -84.0% | +96.1% | +4.3% |
| 1Y | +49.8% | -65.1% | +114.9% | +58.6% |
| All | +49.8% | -63.1% | +112.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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