+498.8%
MAR vs HST
+133.7%
+365.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | +3.6% | -2.0% | -0.8% |
| 30D | +13.8% | +11.2% | +2.6% | +5.7% |
| 3M | +20.3% | +13.1% | +7.2% | +10.3% |
| 6M | +21.3% | +23.9% | -2.6% | +4.0% |
| YTD | +37.2% | +52.3% | -15.1% | +1.9% |
| 1Y | +48.4% | +56.7% | -8.2% | +8.1% |
| 3Y | +120.1% | +87.5% | +32.6% | +38.6% |
| 5Y | +182.1% | +82.8% | +99.3% | +75.7% |
| All | +498.8% | +133.7% | +365.1% | +209.2% |
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