+137.6%
HST vs MAS
+213.7%
-76.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.9% |
| 7D | -2.7% | +2.0% | -4.6% | -3.6% |
| 30D | +10.7% | +19.4% | -8.7% | +1.6% |
| 3M | +6.3% | +9.4% | -3.2% | +1.3% |
| 6M | +19.0% | +15.3% | +3.6% | +9.4% |
| YTD | +47.0% | +31.3% | +15.7% | +25.2% |
| 1Y | +53.4% | +34.9% | +18.6% | +28.8% |
| 3Y | +78.0% | +58.6% | +19.4% | +35.2% |
| 5Y | +71.7% | +40.7% | +31.0% | +35.0% |
| All | +137.6% | +213.7% | -76.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling