+1,049.8%
MDB vs HST
+60.0%
+989.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | -1.0% | -16.4% | -17.2% |
| 30D | -2.0% | -12.3% | +10.2% | +3.2% |
| 3M | -3.0% | -6.4% | +3.3% | -1.0% |
| 6M | +48.7% | +15.0% | +33.7% | +37.9% |
| YTD | -12.1% | +30.5% | -42.6% | -22.9% |
| 1Y | +14.5% | +35.7% | -21.2% | -1.6% |
| 3Y | -6.1% | +68.4% | -74.5% | -26.5% |
| 5Y | -27.3% | +73.1% | -100.5% | -40.8% |
| All | +1,049.8% | +60.0% | +989.8% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling