+269.0%
HST vs MKTX
+1,471.0%
-1,202.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +13.1% | +2.6% | +10.5% | +12.1% |
| 6M | +23.9% | +20.4% | +3.5% | +12.9% |
| YTD | +52.3% | -7.1% | +59.3% | +51.5% |
| 1Y | +56.7% | -2.8% | +59.4% | +53.0% |
| 3Y | +87.5% | -21.7% | +109.3% | +89.3% |
| 5Y | +82.8% | -54.5% | +137.3% | +117.9% |
| 10Y | +134.6% | +13.0% | +121.6% | +61.2% |
| All | +269.0% | +1,471.0% | -1,202.0% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling