+109.0%
HST vs MTUM
+357.8%
-248.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.4% |
| 7D | +0.9% | +0.7% | +0.1% | +0.4% |
| 30D | -2.5% | -2.4% | 0.0% | -1.1% |
| 3M | -5.1% | -3.6% | -1.5% | -4.3% |
| 6M | +21.6% | +23.7% | -2.0% | +2.0% |
| YTD | +31.6% | +22.9% | +8.7% | +10.6% |
| 1Y | +36.1% | +21.8% | +14.4% | +14.8% |
| 3Y | +66.5% | +114.4% | -48.0% | -8.6% |
| 5Y | +76.6% | +79.6% | -3.0% | +9.5% |
| All | +109.0% | +357.8% | -248.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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