+144.6%
HST vs MOS
+3.2%
+141.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +0.6% | +24.8% | -24.2% | -6.4% |
| 30D | +14.5% | +22.7% | -8.2% | +6.8% |
| 3M | +15.4% | -1.2% | +16.6% | +14.4% |
| 6M | +22.0% | +5.5% | +16.4% | +17.6% |
| YTD | +54.9% | -2.0% | +56.8% | +49.8% |
| 1Y | +54.0% | -7.9% | +61.9% | +51.6% |
| 3Y | +90.4% | -25.0% | +115.4% | +93.1% |
| 5Y | +84.2% | -27.7% | +112.0% | +73.7% |
| 10Y | +144.6% | -1.6% | +146.2% | +60.3% |
| All | +144.6% | +3.2% | +141.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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