+198.0%
MET vs HST
+143.2%
+54.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.5% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | +4.8% | +14.5% | -9.7% | -2.1% |
| 3M | +6.2% | +15.4% | -9.2% | -1.4% |
| 6M | +33.8% | +22.0% | +11.8% | +20.1% |
| YTD | +33.3% | +54.9% | -21.6% | +5.9% |
| 1Y | +36.3% | +54.0% | -17.6% | +8.5% |
| 3Y | +84.6% | +90.4% | -5.9% | +29.3% |
| 5Y | +87.7% | +84.2% | +3.4% | +26.8% |
| 10Y | +198.0% | +144.6% | +53.4% | +65.0% |
| All | +198.0% | +143.2% | +54.7% | +65.0% |
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 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