+158.0%
MAR vs HST
+71.5%
+86.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.3% | -2.7% | +7.0% | +6.1% |
| 30D | +16.8% | +10.7% | +6.1% | +9.0% |
| 3M | +16.0% | +6.3% | +9.8% | +11.1% |
| 6M | +16.5% | +19.0% | -2.5% | +2.8% |
| YTD | +35.0% | +47.0% | -12.0% | +3.2% |
| 1Y | +49.4% | +53.4% | -4.1% | +10.8% |
| 3Y | +124.1% | +78.0% | +46.1% | +46.7% |
| All | +158.0% | +71.5% | +86.5% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling