+216.6%
HST vs MKTX
+1,445.7%
-1,229.1%
-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 | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -5.2% | +1.0% | -6.2% | -5.6% |
| 3M | -6.2% | +41.3% | -47.5% | -19.3% |
| 6M | +20.4% | -11.3% | +31.8% | +22.3% |
| YTD | +30.6% | -8.6% | +39.2% | +30.7% |
| 1Y | +37.4% | -11.1% | +48.4% | +38.4% |
| 3Y | +66.1% | -24.5% | +90.6% | +69.1% |
| 5Y | +73.7% | -61.4% | +135.1% | +120.5% |
| 10Y | +99.8% | +6.8% | +93.0% | +40.4% |
| All | +216.6% | +1,445.7% | -1,229.1% | -53.1% |
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