+92.3%
MA vs HST
+71.5%
+20.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.3% | -2.7% | +5.0% | +3.3% |
| 30D | +14.7% | +10.7% | +4.0% | +10.5% |
| 3M | +13.5% | +6.3% | +7.2% | +10.9% |
| 6M | +33.1% | +19.0% | +14.1% | +24.2% |
| YTD | +15.1% | +47.0% | -32.0% | -1.3% |
| 1Y | +18.7% | +53.4% | -34.7% | +0.1% |
| 3Y | +72.1% | +78.0% | -5.9% | +32.7% |
| All | +92.3% | +71.5% | +20.8% | +49.5% |
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