+109.0%
HST vs MTCH
+208.0%
-99.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | -2.5% | +15.9% | -18.3% | -5.7% |
| 3M | -5.1% | +23.3% | -28.4% | -9.7% |
| 6M | +21.6% | +40.1% | -18.5% | +12.3% |
| YTD | +31.6% | +33.6% | -2.0% | +22.5% |
| 1Y | +36.1% | +14.1% | +22.1% | +31.1% |
| 3Y | +66.5% | +1.4% | +65.0% | +60.1% |
| 5Y | +76.6% | -73.1% | +149.7% | +111.0% |
| All | +109.0% | +208.0% | -99.0% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling