+70.1%
MDT vs HST
+133.7%
-63.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +1.0% | +3.6% | -2.5% | 0.0% |
| 30D | +9.2% | +11.2% | -2.0% | +5.6% |
| 3M | +14.5% | +13.1% | +1.4% | +10.2% |
| 6M | +37.3% | +23.9% | +13.4% | +28.3% |
| YTD | +9.8% | +52.3% | -42.5% | -4.0% |
| 1Y | +10.5% | +56.7% | -46.1% | -4.3% |
| 3Y | +57.4% | +87.5% | -30.1% | +26.4% |
| 5Y | +1.2% | +82.8% | -81.6% | -20.9% |
| All | +70.1% | +133.7% | -63.6% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling