+71.6%
HST vs MTB
+63.3%
+8.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.7% | -1.3% | -1.3% | -2.0% |
| 30D | +10.7% | +0.5% | +10.2% | +10.4% |
| 3M | +6.3% | -12.4% | +18.6% | +13.6% |
| 6M | +19.0% | +1.5% | +17.5% | +17.7% |
| YTD | +47.0% | +10.3% | +36.7% | +39.2% |
| 1Y | +53.4% | +22.2% | +31.2% | +38.0% |
| 3Y | +78.0% | +96.9% | -18.9% | +26.0% |
| All | +71.6% | +63.3% | +8.3% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling