+920.8%
MDB vs HST
+85.1%
+835.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +2.0% | +3.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | -15.2% | +11.6% | -26.8% | -18.9% |
| 3M | -17.9% | +9.5% | -27.4% | -21.2% |
| 6M | +9.3% | +18.9% | -9.6% | +0.5% |
| YTD | -22.0% | +51.0% | -73.0% | -35.6% |
| 1Y | -9.3% | +53.0% | -62.3% | -25.7% |
| 3Y | -10.4% | +87.5% | -97.9% | -32.9% |
| 5Y | -43.2% | +76.7% | -119.9% | -55.5% |
| All | +920.8% | +85.1% | +835.7% | +680.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling