+71.8%
HST vs MOS
-31.6%
+103.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -6.3% |
| 7D | -4.2% | +22.5% | -26.7% | -8.3% |
| 30D | +9.6% | +6.6% | +2.9% | +7.7% |
| 3M | -1.1% | -3.8% | +2.7% | -1.0% |
| 6M | +21.1% | -2.2% | +23.3% | +20.2% |
| YTD | +47.1% | -4.8% | +51.9% | +44.8% |
| 1Y | +64.0% | -11.7% | +75.7% | +63.9% |
| 3Y | +77.1% | -26.5% | +103.6% | +79.6% |
| 5Y | +71.8% | -32.2% | +104.0% | +48.8% |
| All | +71.8% | -31.6% | +103.3% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling