+96.6%
HST vs MOS
+5.8%
+90.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -1.0% | +9.5% | -10.6% | -3.8% |
| 30D | -12.3% | +10.4% | -22.7% | -15.1% |
| 3M | -6.4% | +12.9% | -19.2% | -10.6% |
| 6M | +15.0% | +1.2% | +13.8% | +12.0% |
| YTD | +30.5% | +9.3% | +21.2% | +23.3% |
| 1Y | +35.7% | -18.0% | +53.6% | +39.7% |
| 3Y | +68.4% | -29.0% | +97.4% | +75.7% |
| 5Y | +73.1% | -9.6% | +82.7% | +51.6% |
| All | +96.6% | +5.8% | +90.7% | +29.5% |
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