+108.1%
HST vs MDY
+175.0%
-66.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.5% |
| 7D | +0.7% | -2.5% | +3.2% | +3.5% |
| 30D | -0.7% | -5.0% | +4.4% | +5.0% |
| 3M | -4.0% | +0.5% | -4.5% | -4.8% |
| 6M | +20.7% | +8.0% | +12.7% | +10.4% |
| YTD | +31.0% | +12.2% | +18.9% | +15.0% |
| 1Y | +36.2% | +14.0% | +22.2% | +17.1% |
| 3Y | +66.6% | +48.2% | +18.5% | +7.0% |
| 5Y | +75.8% | +46.1% | +29.7% | +15.2% |
| All | +108.1% | +175.0% | -66.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling