-45.2%
MDB vs HST
+71.5%
-116.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -11.4% | -2.7% | -8.7% | -9.4% |
| 30D | -13.8% | +10.7% | -24.5% | -20.4% |
| 3M | -15.5% | +6.3% | -21.7% | -20.0% |
| 6M | +17.9% | +19.0% | -1.0% | -0.4% |
| YTD | -25.5% | +47.0% | -72.5% | -48.2% |
| 1Y | -12.1% | +53.4% | -65.5% | -41.5% |
| 3Y | -5.9% | +78.0% | -83.9% | -47.9% |
| All | -45.2% | +71.5% | -116.7% | -69.8% |
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 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