+88.5%
MA vs HST
+82.3%
+6.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.3% | +3.6% | -2.3% | 0.0% |
| 30D | +9.6% | +11.2% | -1.6% | +5.4% |
| 3M | +16.8% | +13.1% | +3.7% | +11.6% |
| 6M | +35.2% | +23.9% | +11.3% | +24.3% |
| YTD | +16.6% | +52.3% | -35.7% | -1.3% |
| 1Y | +19.8% | +56.7% | -36.9% | +0.3% |
| 3Y | +70.7% | +87.5% | -16.8% | +28.9% |
| All | +88.5% | +82.3% | +6.2% | +42.0% |
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