+75.8%
HST vs MKTX
-60.6%
+136.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -0.7% | +0.8% | -1.5% | -0.8% |
| 3M | -4.0% | +41.1% | -45.2% | -9.1% |
| 6M | +20.7% | -9.5% | +30.2% | +22.9% |
| YTD | +31.0% | -8.7% | +39.7% | +33.0% |
| 1Y | +36.2% | -10.0% | +46.2% | +38.4% |
| 3Y | +66.6% | -24.6% | +91.3% | +70.1% |
| 5Y | +75.8% | -60.3% | +136.1% | +89.0% |
| All | +75.8% | -60.6% | +136.3% | +89.0% |
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