+144.6%
HST vs MTB
+122.1%
+22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.2% |
| 7D | +0.6% | -0.7% | +1.2% | +1.0% |
| 30D | +14.5% | +1.4% | +13.0% | +13.5% |
| 3M | +15.4% | -11.6% | +27.0% | +24.4% |
| 6M | +22.0% | +5.4% | +16.6% | +17.6% |
| YTD | +54.9% | +11.7% | +43.1% | +43.5% |
| 1Y | +54.0% | +20.5% | +33.4% | +36.1% |
| 3Y | +90.4% | +104.5% | -14.1% | +17.7% |
| 5Y | +84.2% | +65.1% | +19.2% | +23.4% |
| 10Y | +144.6% | +119.5% | +25.1% | +16.1% |
| All | +144.6% | +122.1% | +22.5% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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