+69.6%
HST vs MTB
+116.9%
-47.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.8% | -2.0% |
| 30D | -12.3% | -4.2% | -8.1% | -10.2% |
| 3M | -6.4% | +8.9% | -15.2% | -11.0% |
| 6M | +15.0% | +10.9% | +4.1% | +8.0% |
| YTD | +30.5% | +21.5% | +9.0% | +16.3% |
| 1Y | +35.7% | +21.9% | +13.8% | +20.4% |
| All | +69.6% | +116.9% | -47.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling