+73.9%
HST vs MTCH
-72.5%
+146.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | -2.8% | +12.8% | -15.6% | -6.1% |
| 3M | -6.5% | +20.0% | -26.4% | -11.5% |
| 6M | +20.7% | +34.7% | -14.0% | +10.2% |
| YTD | +30.5% | +30.6% | -0.1% | +19.8% |
| 1Y | +36.8% | +10.9% | +25.8% | +31.3% |
| 3Y | +65.9% | -2.0% | +67.9% | +59.5% |
| 5Y | +73.9% | -72.6% | +146.5% | +122.2% |
| All | +73.9% | -72.5% | +146.4% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling