+71.8%
HST vs MAS
+41.7%
+30.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.2% | -4.0% |
| 7D | -4.2% | +4.6% | -8.7% | -6.2% |
| 30D | +9.6% | +19.9% | -10.3% | +0.3% |
| 3M | -1.1% | +8.9% | -10.0% | -5.5% |
| 6M | +21.1% | +20.2% | +0.9% | +8.7% |
| YTD | +47.1% | +33.9% | +13.2% | +22.9% |
| 1Y | +64.0% | +34.7% | +29.4% | +36.3% |
| 3Y | +77.1% | +60.4% | +16.7% | +29.7% |
| 5Y | +71.8% | +43.5% | +28.3% | +24.4% |
| All | +71.8% | +41.7% | +30.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling