-38.4%
MDB vs HST
+83.2%
-121.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.3% |
| 7D | +3.0% | -1.3% | +4.2% | +4.2% |
| 30D | -11.3% | +13.4% | -24.7% | -19.7% |
| 3M | -23.0% | +16.7% | -39.7% | -32.3% |
| 6M | +14.8% | +24.0% | -9.3% | -6.2% |
| YTD | -19.4% | +54.0% | -73.4% | -46.1% |
| 1Y | -9.0% | +55.0% | -64.0% | -39.7% |
| 3Y | -10.3% | +89.3% | -99.6% | -52.8% |
| 5Y | -38.4% | +85.4% | -123.8% | -67.2% |
| All | -38.4% | +83.2% | -121.5% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling