+249.6%
HBM vs MSTZ
-99.1%
+348.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.9% |
| 7D | -3.3% | +17.0% | -20.3% | -1.6% |
| 30D | -4.8% | -61.8% | +57.0% | -11.8% |
| 3M | -0.4% | -54.6% | +54.2% | -3.5% |
| 6M | +17.9% | -59.3% | +77.1% | +16.5% |
| YTD | +33.7% | -74.6% | +108.3% | +31.9% |
| 1Y | +95.6% | -18.8% | +114.4% | +120.7% |
| All | +249.6% | -99.1% | +348.7% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling