+89.6%
MA vs HST
+82.0%
+7.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | -1.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.5% |
| 30D | +11.8% | +14.5% | -2.7% | +6.4% |
| 3M | +17.2% | +15.4% | +1.8% | +11.1% |
| 6M | +33.4% | +22.0% | +11.4% | +23.3% |
| YTD | +16.1% | +54.9% | -38.7% | -2.3% |
| 1Y | +19.9% | +54.0% | -34.1% | +1.0% |
| 3Y | +70.1% | +90.4% | -20.4% | +27.7% |
| 5Y | +89.6% | +84.2% | +5.4% | +42.7% |
| All | +89.6% | +82.0% | +7.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling