+191.2%
MKSI vs HST
+66.0%
+125.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.8% |
| 7D | +4.9% | +0.7% | +4.2% | +4.2% |
| 30D | -11.0% | -0.7% | -10.3% | -10.5% |
| 3M | -17.1% | -4.0% | -13.1% | -14.5% |
| 6M | +16.4% | +20.7% | -4.3% | -6.4% |
| YTD | +64.3% | +31.0% | +33.2% | +20.2% |
| 1Y | +137.7% | +36.2% | +101.5% | +65.8% |
| All | +191.2% | +66.0% | +125.2% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling