-5.9%
MDB vs HST
+77.0%
-82.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -11.4% | -2.7% | -8.7% | -9.9% |
| 30D | -13.8% | +10.7% | -24.5% | -18.3% |
| 3M | -15.5% | +6.3% | -21.7% | -18.3% |
| 6M | +17.9% | +19.0% | -1.0% | +4.6% |
| YTD | -25.5% | +47.0% | -72.5% | -43.0% |
| 1Y | -12.1% | +53.4% | -65.5% | -35.0% |
| 3Y | -5.9% | +78.0% | -83.9% | -35.8% |
| All | -5.9% | +77.0% | -82.9% | -35.8% |
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 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