+56.1%
HST vs MNDY
-50.8%
+106.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.1% |
| 7D | +0.7% | -12.5% | +13.2% | +2.1% |
| 30D | -0.7% | -2.6% | +2.0% | -0.7% |
| 3M | -4.0% | +4.2% | -8.3% | -5.0% |
| 6M | +20.7% | +9.8% | +10.9% | +17.8% |
| YTD | +31.0% | -42.3% | +73.3% | +37.4% |
| 1Y | +36.2% | -54.5% | +90.8% | +46.3% |
| 3Y | +66.6% | -50.3% | +116.9% | +70.6% |
| 5Y | +75.8% | -77.1% | +152.9% | +71.9% |
| All | +56.1% | -50.8% | +106.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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