+144.6%
HST vs MSI
+670.3%
-525.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +0.6% | +7.4% | -6.8% | -2.7% |
| 30D | +14.5% | +18.7% | -4.2% | +5.9% |
| 3M | +15.4% | +14.5% | +1.0% | +8.3% |
| 6M | +22.0% | +38.1% | -16.1% | +4.1% |
| YTD | +54.9% | +38.7% | +16.1% | +30.0% |
| 1Y | +54.0% | +35.4% | +18.6% | +30.7% |
| 3Y | +90.4% | +75.1% | +15.3% | +37.2% |
| 5Y | +84.2% | +126.4% | -42.2% | +13.4% |
| 10Y | +144.6% | +671.4% | -526.8% | -6.1% |
| All | +144.6% | +670.3% | -525.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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