+107.2%
HST vs MDY
+177.6%
-70.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +1.0% |
| 7D | -0.3% | -0.8% | +0.5% | +0.5% |
| 30D | -2.8% | -3.9% | +1.1% | +1.4% |
| 3M | -6.5% | 0.0% | -6.4% | -6.7% |
| 6M | +20.7% | +8.5% | +12.2% | +9.8% |
| YTD | +30.5% | +13.2% | +17.2% | +13.3% |
| 1Y | +36.8% | +15.0% | +21.8% | +16.5% |
| 3Y | +65.9% | +49.6% | +16.3% | +5.4% |
| 5Y | +73.9% | +46.0% | +27.9% | +14.0% |
| All | +107.2% | +177.6% | -70.4% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling