+81.4%
HST vs MNDY
-55.0%
+136.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | +3.6% | -11.3% | +14.9% | +4.8% |
| 30D | +11.2% | -10.8% | +22.0% | +12.3% |
| 3M | +13.1% | -17.3% | +30.4% | +14.7% |
| 6M | +23.9% | +15.2% | +8.7% | +20.2% |
| YTD | +52.3% | -47.1% | +99.4% | +60.5% |
| 1Y | +56.7% | -51.4% | +108.1% | +66.7% |
| 3Y | +87.5% | -49.6% | +137.1% | +91.0% |
| 5Y | +82.8% | -78.6% | +161.4% | +79.1% |
| All | +81.4% | -55.0% | +136.3% | +82.8% |
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