+75.8%
HST vs MTUM
+74.9%
+0.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.7% |
| 7D | +0.7% | +1.2% | -0.6% | -0.2% |
| 30D | -0.7% | -1.7% | +1.0% | +0.2% |
| 3M | -4.0% | -0.5% | -3.5% | -5.6% |
| 6M | +20.7% | +22.3% | -1.6% | +0.8% |
| YTD | +31.0% | +21.4% | +9.7% | +9.8% |
| 1Y | +36.2% | +20.0% | +16.2% | +14.7% |
| 3Y | +66.6% | +113.0% | -46.3% | -15.7% |
| 5Y | +75.8% | +77.3% | -1.5% | +2.1% |
| All | +75.8% | +74.9% | +0.8% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling