+584.1%
MA vs HST
+133.9%
+450.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -1.9% |
| 30D | +7.9% | +9.9% | -2.0% | +4.0% |
| 3M | +16.8% | +12.9% | +3.8% | +11.4% |
| 6M | +31.0% | +22.9% | +8.1% | +20.4% |
| YTD | +15.0% | +52.4% | -37.4% | -3.2% |
| 1Y | +17.0% | +52.5% | -35.5% | -1.6% |
| 3Y | +68.5% | +87.4% | -19.0% | +27.4% |
| 5Y | +85.0% | +82.9% | +2.0% | +37.5% |
| All | +584.1% | +133.9% | +450.2% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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