+303.0%
MNST vs HST
+142.8%
+160.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | +6.6% | +10.7% | -4.1% | +4.2% |
| 3M | -2.9% | +6.3% | -9.1% | -4.3% |
| 6M | +18.4% | +19.0% | -0.5% | +13.8% |
| YTD | +19.3% | +47.0% | -27.8% | +9.2% |
| 1Y | +37.9% | +53.4% | -15.6% | +25.0% |
| 3Y | +62.9% | +78.0% | -15.1% | +40.6% |
| 5Y | +99.6% | +71.7% | +27.9% | +70.6% |
| All | +303.0% | +142.8% | +160.2% | +237.8% |
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 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