+1,609.3%
HST vs MAS
+1,727.7%
-118.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.6% | -4.4% | -1.5% |
| 7D | +3.3% | +14.2% | -10.8% | -3.3% |
| 30D | +16.4% | +26.8% | -10.5% | +3.4% |
| 3M | +5.5% | +13.1% | -7.7% | -1.2% |
| 6M | +31.1% | +27.9% | +3.2% | +14.4% |
| YTD | +55.9% | +38.7% | +17.3% | +29.2% |
| 1Y | +75.6% | +40.4% | +35.2% | +44.4% |
| 3Y | +87.8% | +66.1% | +21.7% | +39.7% |
| 5Y | +86.6% | +47.4% | +39.2% | +44.7% |
| 10Y | +161.1% | +238.3% | -77.3% | +28.1% |
| All | +1,609.3% | +1,727.7% | -118.4% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling