+87.5%
HST vs MTCH
+47.1%
+40.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.6% | +6.7% | -3.1% | +1.8% |
| 30D | +11.2% | -1.8% | +13.0% | +11.5% |
| 3M | +13.1% | +12.2% | +0.9% | +9.1% |
| 6M | +23.9% | +16.6% | +7.3% | +17.9% |
| YTD | +52.3% | +31.8% | +20.4% | +39.1% |
| 1Y | +56.7% | +30.8% | +25.8% | +43.3% |
| 3Y | +87.5% | +49.6% | +37.9% | +56.3% |
| All | +87.5% | +47.1% | +40.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling