-11.9%
MDB vs HST
+92.1%
-104.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -14.0% | +14.5% | -28.5% | -20.1% |
| 3M | -20.3% | +15.4% | -35.7% | -26.6% |
| 6M | +10.9% | +22.0% | -11.1% | -3.0% |
| YTD | -20.9% | +54.9% | -75.8% | -41.5% |
| 1Y | -11.2% | +54.0% | -65.2% | -34.2% |
| 3Y | -11.9% | +90.4% | -102.4% | -47.6% |
| All | -11.9% | +92.1% | -104.0% | -47.6% |
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