+568.4%
MA vs HST
+143.2%
+425.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | +11.8% | +14.5% | -2.7% | +6.2% |
| 3M | +17.2% | +15.4% | +1.8% | +10.8% |
| 6M | +33.4% | +22.0% | +11.4% | +23.0% |
| YTD | +16.1% | +54.9% | -38.7% | -2.7% |
| 1Y | +19.9% | +54.0% | -34.1% | +0.6% |
| 3Y | +70.1% | +90.4% | -20.4% | +28.1% |
| 5Y | +89.6% | +84.2% | +5.4% | +41.0% |
| 10Y | +568.4% | +144.6% | +423.8% | +356.3% |
| All | +568.4% | +143.2% | +425.2% | +356.3% |
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