+2,498.9%
MAR vs HST
+280.8%
+2,218.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -4.2% | -1.0% | -3.1% | -3.6% |
| 30D | -6.7% | -12.3% | +5.6% | -0.3% |
| 3M | -12.5% | -6.4% | -6.1% | -9.7% |
| 6M | +0.6% | +15.0% | -14.4% | -6.7% |
| YTD | +9.1% | +30.5% | -21.4% | -5.3% |
| 1Y | +26.2% | +35.7% | -9.5% | +7.1% |
| 3Y | +68.2% | +68.4% | -0.2% | +26.5% |
| 5Y | +163.9% | +73.1% | +90.8% | +94.6% |
| 10Y | +420.6% | +92.7% | +327.8% | +254.7% |
| All | +2,498.9% | +280.8% | +2,218.2% | +868.5% |
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