-2.5%
MDLN vs HST
+50.4%
-52.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.9% |
| 7D | +0.6% | +3.6% | -3.1% | -0.3% |
| 30D | +12.0% | +9.9% | +2.1% | +10.0% |
| 3M | +12.6% | +12.9% | -0.3% | +10.0% |
| 6M | +3.7% | +22.9% | -19.2% | +0.9% |
| YTD | -4.8% | +52.4% | -57.2% | -6.8% |
| All | -2.5% | +50.4% | -52.9% | -5.4% |
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