+15.0%
HST vs MSI
-1.7%
+16.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.2% |
| 7D | -1.0% | -3.7% | +2.7% | -1.5% |
| 30D | -12.3% | +6.8% | -19.1% | -11.4% |
| 3M | -6.4% | +14.3% | -20.7% | -5.4% |
| 6M | +15.0% | -1.6% | +16.6% | +21.1% |
| All | +15.0% | -1.7% | +16.7% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling