+54.0%
HST vs MTB
+22.1%
+31.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.1% |
| 7D | +0.6% | -0.7% | +1.2% | +1.0% |
| 30D | +14.5% | +1.4% | +13.0% | +13.6% |
| 3M | +15.4% | -11.6% | +27.0% | +23.6% |
| 6M | +22.0% | +5.4% | +16.6% | +16.7% |
| YTD | +54.9% | +11.7% | +43.1% | +40.8% |
| 1Y | +54.0% | +20.5% | +33.4% | +30.2% |
| All | +54.0% | +22.1% | +31.9% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling