+1,511.7%
HST vs MSI
+4,457.4%
-2,945.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -2.7% | +4.7% | -7.4% | -4.2% |
| 30D | +10.7% | +14.8% | -4.1% | +5.8% |
| 3M | +6.3% | +8.8% | -2.6% | +3.2% |
| 6M | +19.0% | +19.3% | -0.3% | +11.1% |
| YTD | +47.0% | +35.3% | +11.7% | +31.3% |
| 1Y | +53.4% | +33.8% | +19.7% | +37.6% |
| 3Y | +78.0% | +74.4% | +3.6% | +44.6% |
| 5Y | +71.7% | +120.5% | -48.8% | +28.4% |
| 10Y | +146.2% | +685.2% | -539.0% | +22.3% |
| All | +1,511.7% | +4,457.4% | -2,945.7% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling