+71.7%
HST vs MOS
-8.7%
+80.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.0% | +9.5% | -10.6% | -2.9% |
| 30D | -12.3% | +10.4% | -22.7% | -14.2% |
| 3M | -6.4% | +12.9% | -19.2% | -9.2% |
| 6M | +15.0% | +1.2% | +13.8% | +13.0% |
| YTD | +30.5% | +9.3% | +21.2% | +25.5% |
| 1Y | +35.7% | -18.0% | +53.6% | +39.0% |
| 3Y | +68.4% | -29.0% | +97.4% | +73.4% |
| All | +71.7% | -8.7% | +80.5% | +46.0% |
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