+109.0%
HST vs MKTX
+5.0%
+104.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -2.5% | +0.7% | -3.2% | -2.5% |
| 3M | -5.1% | +40.8% | -45.9% | -9.2% |
| 6M | +21.6% | -8.0% | +29.6% | +22.5% |
| YTD | +31.6% | -8.7% | +40.4% | +32.6% |
| 1Y | +36.1% | -11.8% | +48.0% | +37.6% |
| 3Y | +66.5% | -24.0% | +90.5% | +69.0% |
| 5Y | +76.6% | -60.3% | +136.9% | +89.6% |
| All | +109.0% | +5.0% | +104.0% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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