-6.4%
MDB vs HST
+68.9%
-75.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | -1.0% | -16.4% | -17.1% |
| 30D | -2.0% | -12.3% | +10.2% | +5.0% |
| 3M | -3.0% | -6.4% | +3.3% | -0.5% |
| 6M | +48.7% | +15.0% | +33.7% | +32.2% |
| YTD | -12.1% | +30.5% | -42.6% | -28.1% |
| 1Y | +14.5% | +35.7% | -21.2% | -9.3% |
| All | -6.4% | +68.9% | -75.4% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling