+251.3%
HBM vs MSTZ
-99.1%
+350.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +6.6% | -14.1% | -6.8% |
| 7D | -3.7% | +24.8% | -28.5% | -1.4% |
| 30D | -3.7% | -59.2% | +55.6% | -10.1% |
| 3M | +8.0% | -56.9% | +64.9% | +4.2% |
| 6M | +15.8% | -57.6% | +73.4% | +14.9% |
| YTD | +34.4% | -73.6% | +108.0% | +33.1% |
| 1Y | +98.2% | -15.6% | +113.7% | +124.5% |
| All | +251.3% | -99.1% | +350.4% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling