+93.7%
MA vs HST
+70.3%
+23.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.7% | +3.2% | -0.5% |
| 7D | +3.2% | -4.2% | +7.3% | +4.7% |
| 30D | +15.9% | +9.6% | +6.4% | +12.2% |
| 3M | +15.2% | -1.1% | +16.3% | +15.3% |
| 6M | +32.4% | +21.1% | +11.3% | +22.7% |
| YTD | +15.6% | +47.1% | -31.5% | -0.8% |
| 1Y | +19.3% | +64.0% | -44.7% | -2.0% |
| 3Y | +73.0% | +77.1% | -4.1% | +33.7% |
| 5Y | +93.7% | +71.8% | +22.0% | +50.3% |
| All | +93.7% | +70.3% | +23.5% | +50.3% |
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 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