+3,116.5%
MAR vs HST
+329.0%
+2,787.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.3% | -2.7% | +7.0% | +5.7% |
| 30D | +16.8% | +10.7% | +6.1% | +10.7% |
| 3M | +16.0% | +6.3% | +9.8% | +12.3% |
| 6M | +16.5% | +19.0% | -2.5% | +5.9% |
| YTD | +35.0% | +47.0% | -12.0% | +10.0% |
| 1Y | +49.4% | +53.4% | -4.1% | +19.0% |
| 3Y | +124.1% | +78.0% | +46.1% | +63.8% |
| 5Y | +159.2% | +71.7% | +87.5% | +91.3% |
| 10Y | +553.9% | +146.2% | +407.7% | +294.8% |
| All | +3,116.5% | +329.0% | +2,787.5% | +1,025.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling