+82.3%
HST vs MOS
-33.6%
+115.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +3.6% | -2.0% | +5.5% | +4.0% |
| 30D | +11.2% | +15.3% | -4.1% | +7.6% |
| 3M | +13.1% | +1.5% | +11.6% | +11.9% |
| 6M | +23.9% | -2.0% | +25.9% | +22.9% |
| YTD | +52.3% | -6.5% | +58.8% | +50.4% |
| 1Y | +56.7% | -11.1% | +67.7% | +56.3% |
| 3Y | +87.5% | -30.3% | +117.8% | +92.4% |
| All | +82.3% | -33.6% | +115.9% | +57.0% |
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 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