+778.3%
HST vs MDY
+2,594.0%
-1,815.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +3.6% | +2.3% | +1.3% | +0.9% |
| 30D | +11.2% | +2.0% | +9.2% | +8.7% |
| 3M | +13.1% | -5.6% | +18.7% | +20.9% |
| 6M | +23.9% | +1.3% | +22.6% | +21.6% |
| YTD | +52.3% | +12.3% | +40.0% | +32.3% |
| 1Y | +56.7% | +15.8% | +40.9% | +31.3% |
| 3Y | +87.5% | +56.5% | +31.0% | +9.8% |
| 5Y | +82.8% | +35.1% | +47.7% | +27.6% |
| 10Y | +134.6% | +167.4% | -32.8% | -26.3% |
| All | +778.3% | +2,594.0% | -1,815.6% | -52.8% |
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