+78.9%
MET vs HST
+71.5%
+7.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.1% |
| 30D | +3.2% | +10.7% | -7.5% | -1.1% |
| 3M | -1.1% | +6.3% | -7.4% | -3.7% |
| 6M | +25.0% | +19.0% | +6.1% | +15.3% |
| YTD | +27.9% | +47.0% | -19.2% | +7.7% |
| 1Y | +32.9% | +53.4% | -20.6% | +9.8% |
| 3Y | +78.8% | +78.0% | +0.8% | +36.5% |
| All | +78.9% | +71.5% | +7.4% | +35.0% |
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 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