+13,824.2%
MA vs HST
+131.2%
+13,692.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | +1.5% | -12.3% | +13.8% | +6.2% |
| 3M | +20.4% | -6.4% | +26.8% | +22.9% |
| 6M | +11.1% | +15.0% | -3.9% | +5.0% |
| YTD | +2.0% | +30.5% | -28.6% | -8.2% |
| 1Y | -2.2% | +35.7% | -37.8% | -13.3% |
| 3Y | +41.9% | +68.4% | -26.5% | +13.9% |
| 5Y | +75.4% | +73.1% | +2.2% | +36.6% |
| 10Y | +527.5% | +92.7% | +434.8% | +336.8% |
| All | +13,824.2% | +131.2% | +13,692.9% | +7,309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling