-18.5%
MDT vs HST
+72.3%
-90.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.9% | +1.1% |
| 7D | +3.2% | -1.0% | +4.3% | +3.5% |
| 30D | +9.5% | -12.3% | +21.8% | +12.7% |
| 3M | +16.0% | -6.4% | +22.3% | +17.5% |
| 6M | +0.2% | +15.0% | -14.8% | -3.2% |
| YTD | -0.3% | +30.5% | -30.8% | -6.7% |
| 1Y | +4.7% | +35.7% | -31.0% | -3.1% |
| 3Y | +26.5% | +68.4% | -41.8% | +9.3% |
| All | -18.5% | +72.3% | -90.8% | -32.9% |
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