+131.4%
MKSI vs HST
+36.5%
+94.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +2.7% | +0.9% | +1.8% | +2.0% |
| 30D | -12.8% | -2.5% | -10.3% | -11.3% |
| 3M | -22.5% | -5.1% | -17.4% | -20.5% |
| 6M | +19.4% | +21.6% | -2.2% | -1.4% |
| YTD | +67.7% | +31.6% | +36.1% | +28.7% |
| 1Y | +131.4% | +36.1% | +95.3% | +62.8% |
| All | +131.4% | +36.5% | +94.9% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling