+43.3%
MA vs HST
+68.9%
-25.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +1.5% | -12.3% | +13.8% | +5.0% |
| 3M | +20.4% | -6.4% | +26.8% | +22.1% |
| 6M | +11.1% | +15.0% | -3.9% | +5.9% |
| YTD | +2.0% | +30.5% | -28.6% | -6.5% |
| 1Y | -2.2% | +35.7% | -37.8% | -11.4% |
| All | +43.3% | +68.9% | -25.6% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling