+82.3%
HST vs MKTX
-54.6%
+136.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.6% | +0.2% | +3.3% | +3.5% |
| 30D | +11.2% | +0.9% | +10.3% | +11.1% |
| 3M | +13.1% | +2.6% | +10.5% | +12.7% |
| 6M | +23.9% | +20.4% | +3.5% | +20.3% |
| YTD | +52.3% | -7.1% | +59.3% | +54.3% |
| 1Y | +56.7% | -2.8% | +59.4% | +57.3% |
| 3Y | +87.5% | -21.7% | +109.3% | +90.8% |
| All | +82.3% | -54.6% | +136.8% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling