+793.1%
HST vs MDY
+2,608.4%
-1,815.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +14.5% | +1.0% | +13.5% | +13.3% |
| 3M | +15.4% | -4.1% | +19.5% | +21.1% |
| 6M | +22.0% | +0.6% | +21.3% | +20.6% |
| YTD | +54.9% | +12.9% | +41.9% | +33.7% |
| 1Y | +54.0% | +14.6% | +39.4% | +30.6% |
| 3Y | +90.4% | +57.1% | +33.4% | +11.0% |
| 5Y | +84.2% | +37.1% | +47.1% | +26.5% |
| 10Y | +144.6% | +171.5% | -26.9% | -24.4% |
| All | +793.1% | +2,608.4% | -1,815.2% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling