+194.4%
MET vs HST
+133.7%
+60.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +4.5% | +3.6% | +0.9% | +2.6% |
| 30D | +3.5% | +11.2% | -7.7% | -1.9% |
| 3M | +5.9% | +13.1% | -7.2% | -0.6% |
| 6M | +33.1% | +23.9% | +9.2% | +18.5% |
| YTD | +33.6% | +52.3% | -18.7% | +6.9% |
| 1Y | +32.7% | +56.7% | -24.0% | +4.6% |
| 3Y | +85.0% | +87.5% | -2.5% | +30.5% |
| 5Y | +85.6% | +82.8% | +2.8% | +25.7% |
| All | +194.4% | +133.7% | +60.7% | +66.1% |
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