+137.6%
HST vs MOS
+8.6%
+128.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -2.7% | +21.6% | -24.3% | -8.8% |
| 30D | +10.7% | +12.0% | -1.3% | +6.1% |
| 3M | +6.3% | -3.9% | +10.1% | +6.2% |
| 6M | +19.0% | -3.3% | +22.3% | +17.7% |
| YTD | +47.0% | -4.6% | +51.7% | +43.4% |
| 1Y | +53.4% | -7.0% | +60.4% | +50.5% |
| 3Y | +78.0% | -24.4% | +102.4% | +79.7% |
| 5Y | +71.7% | -32.1% | +103.8% | +65.4% |
| All | +137.6% | +8.6% | +128.9% | +55.0% |
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