+1,330.6%
HST vs MOS
+155.8%
+1,174.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -1.0% | +9.5% | -10.6% | -3.7% |
| 30D | -12.3% | +10.4% | -22.7% | -15.0% |
| 3M | -6.4% | +12.9% | -19.2% | -10.4% |
| 6M | +15.0% | +1.2% | +13.8% | +12.2% |
| YTD | +30.5% | +9.3% | +21.2% | +23.9% |
| 1Y | +35.7% | -18.0% | +53.6% | +39.3% |
| 3Y | +68.4% | -29.0% | +97.4% | +75.1% |
| 5Y | +73.1% | -9.6% | +82.7% | +58.0% |
| 10Y | +92.7% | +6.1% | +86.7% | +50.7% |
| All | +1,330.6% | +155.8% | +1,174.8% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling