+537.5%
MAR vs HST
+143.2%
+394.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.9% |
| 7D | +2.9% | +0.6% | +2.3% | +2.3% |
| 30D | +17.0% | +14.5% | +2.6% | +6.5% |
| 3M | +23.2% | +15.4% | +7.7% | +11.3% |
| 6M | +21.7% | +22.0% | -0.2% | +5.5% |
| YTD | +38.9% | +54.9% | -16.0% | +1.9% |
| 1Y | +48.7% | +54.0% | -5.3% | +9.5% |
| 3Y | +122.9% | +90.4% | +32.5% | +38.9% |
| 5Y | +177.5% | +84.2% | +93.2% | +71.9% |
| 10Y | +537.5% | +144.6% | +392.9% | +206.6% |
| All | +537.5% | +143.2% | +394.3% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling