-17.0%
MDLN vs HST
+28.7%
-45.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | +0.7% | -2.8% | +3.5% | +1.2% |
| 3M | -5.4% | -6.5% | +1.0% | -3.7% |
| 6M | -21.6% | +20.7% | -42.3% | -24.3% |
| YTD | -18.9% | +30.5% | -49.4% | -18.2% |
| All | -17.0% | +28.7% | -45.7% | -17.0% |
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 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