+19.9%
MDT vs HST
+76.4%
-56.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.9% | +6.0% |
| 7D | +10.7% | +3.3% | +7.4% | +10.2% |
| 30D | +19.3% | +16.4% | +3.0% | +16.9% |
| 3M | +22.8% | +5.5% | +17.3% | +21.7% |
| 6M | +36.4% | +31.1% | +5.2% | +32.5% |
| YTD | +12.1% | +55.9% | -43.9% | +8.0% |
| 1Y | +19.9% | +75.6% | -55.7% | +14.8% |
| All | +19.9% | +76.4% | -56.5% | +14.8% |
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 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