+1,330.6%
HST vs MTB
+8,294.1%
-6,963.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.8% | -2.2% |
| 30D | -12.3% | -4.2% | -8.1% | -9.8% |
| 3M | -6.4% | +8.9% | -15.2% | -11.9% |
| 6M | +15.0% | +10.9% | +4.1% | +6.6% |
| YTD | +30.5% | +21.5% | +9.0% | +13.5% |
| 1Y | +35.7% | +21.9% | +13.8% | +17.5% |
| 3Y | +68.4% | +109.2% | -40.9% | -2.5% |
| 5Y | +73.1% | +102.0% | -28.8% | -4.1% |
| 10Y | +92.7% | +171.9% | -79.2% | -20.0% |
| All | +1,330.6% | +8,294.1% | -6,963.5% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling