+441.9%
MAR vs HST
+101.1%
+340.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -4.7% | -2.8% | -1.9% | -2.9% |
| 3M | -15.6% | -6.5% | -9.1% | -12.1% |
| 6M | +1.2% | +20.7% | -19.5% | -11.5% |
| YTD | +7.5% | +30.5% | -23.0% | -11.0% |
| 1Y | +26.6% | +36.8% | -10.2% | +1.0% |
| 3Y | +66.0% | +65.9% | +0.1% | +13.6% |
| 5Y | +154.1% | +73.9% | +80.2% | +64.2% |
| 10Y | +441.9% | +107.0% | +334.8% | +195.8% |
| All | +441.9% | +101.1% | +340.8% | +195.8% |
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