-2.9%
MDT vs HST
+71.5%
-74.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +5.4% | -2.7% | +8.1% | +6.1% |
| 30D | +19.1% | +10.7% | +8.3% | +16.3% |
| 3M | +19.5% | +6.3% | +13.2% | +17.7% |
| 6M | +33.5% | +19.0% | +14.5% | +28.0% |
| YTD | +8.7% | +47.0% | -38.3% | -1.0% |
| 1Y | +16.8% | +53.4% | -36.7% | +5.1% |
| 3Y | +53.0% | +78.0% | -25.0% | +30.8% |
| All | -2.9% | +71.5% | -74.4% | -17.7% |
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