+1,813.0%
HST vs MTCH
+14,607.1%
-12,794.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -12.3% | +9.7% | -22.0% | -13.7% |
| 3M | -6.4% | +21.1% | -27.4% | -9.6% |
| 6M | +15.0% | +37.5% | -22.5% | +8.5% |
| YTD | +30.5% | +31.9% | -1.4% | +23.8% |
| 1Y | +35.7% | +14.6% | +21.1% | +31.7% |
| 3Y | +68.4% | -6.2% | +74.5% | +66.0% |
| 5Y | +73.1% | -70.6% | +143.7% | +100.3% |
| 10Y | +92.7% | +185.6% | -92.8% | +47.0% |
| All | +1,813.0% | +14,607.1% | -12,794.2% | +1,080.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling