-1.6%
MDLN vs HST
+53.9%
-55.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.3% | +17.1% | +18.1% |
| 7D | +24.7% | +3.3% | +21.3% | +23.9% |
| 30D | +12.7% | +16.4% | -3.6% | +9.4% |
| 3M | -4.0% | +5.5% | -9.5% | -5.2% |
| 6M | -8.7% | +31.1% | -39.8% | -12.7% |
| YTD | -3.9% | +55.9% | -59.9% | -6.4% |
| All | -1.6% | +53.9% | -55.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling