+52.5%
HST vs MSTZ
-52.7%
+105.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -0.7% |
| 7D | +3.6% | +25.6% | -22.0% | +4.3% |
| 30D | +9.9% | +50.6% | -40.7% | +11.3% |
| 3M | +12.9% | -64.5% | +77.4% | +11.9% |
| 6M | +22.9% | -14.0% | +36.9% | +25.8% |
| YTD | +52.4% | -76.4% | +128.8% | +50.7% |
| 1Y | +52.5% | -56.2% | +108.8% | +52.0% |
| All | +52.5% | -52.7% | +105.2% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling