+3,214.7%
MAR vs HST
+349.2%
+2,865.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +16.2% | +13.4% | +2.8% | +8.8% |
| 3M | +23.1% | +16.7% | +6.4% | +13.4% |
| 6M | +22.0% | +24.0% | -2.1% | +8.6% |
| YTD | +39.2% | +54.0% | -14.8% | +10.6% |
| 1Y | +48.3% | +55.0% | -6.8% | +17.5% |
| 3Y | +123.4% | +89.3% | +34.0% | +58.1% |
| 5Y | +185.4% | +85.4% | +100.0% | +102.3% |
| 10Y | +539.2% | +137.1% | +402.0% | +291.8% |
| All | +3,214.7% | +349.2% | +2,865.5% | +1,031.9% |
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 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