+56.7%
HST vs MTB
+21.0%
+35.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +3.6% | +1.5% | +2.0% | +2.6% |
| 30D | +11.2% | +2.3% | +8.9% | +9.8% |
| 3M | +13.1% | -12.1% | +25.2% | +21.4% |
| 6M | +23.9% | +9.8% | +14.1% | +15.7% |
| YTD | +52.3% | +12.0% | +40.3% | +39.1% |
| 1Y | +56.7% | +22.0% | +34.6% | +34.1% |
| All | +56.7% | +21.0% | +35.7% | +34.1% |
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 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