+137.1%
HST vs MSI
+683.5%
-546.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -1.3% | +7.7% | -9.0% | -4.6% |
| 30D | +13.4% | +19.9% | -6.5% | +4.4% |
| 3M | +16.7% | +14.9% | +1.8% | +9.3% |
| 6M | +24.0% | +37.2% | -13.2% | +6.2% |
| YTD | +54.0% | +40.8% | +13.2% | +28.4% |
| 1Y | +55.0% | +38.1% | +16.9% | +30.5% |
| 3Y | +89.3% | +77.7% | +11.6% | +35.6% |
| 5Y | +85.4% | +129.0% | -43.6% | +13.7% |
| 10Y | +137.1% | +671.3% | -534.1% | -8.4% |
| All | +137.1% | +683.5% | -546.3% | -8.4% |
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