+46.8%
MAR vs HST
+53.7%
-6.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.4% |
| 7D | +1.8% | +3.6% | -1.8% | -0.6% |
| 30D | +14.3% | +9.9% | +4.4% | +7.2% |
| 3M | +20.0% | +12.9% | +7.1% | +10.5% |
| 6M | +21.7% | +22.9% | -1.1% | +3.9% |
| YTD | +37.7% | +52.4% | -14.7% | -1.5% |
| 1Y | +46.8% | +52.5% | -5.7% | +4.9% |
| All | +46.8% | +53.7% | -6.9% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling