+346.0%
MNST vs HST
+133.9%
+212.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -4.7% | +3.6% | -8.3% | -5.5% |
| 30D | +5.2% | +9.9% | -4.7% | +3.0% |
| 3M | -0.9% | +12.9% | -13.8% | -3.6% |
| 6M | +6.1% | +22.9% | -16.7% | +1.1% |
| YTD | +18.9% | +52.4% | -33.5% | +7.9% |
| 1Y | +29.3% | +52.5% | -23.2% | +17.2% |
| 3Y | +64.9% | +87.4% | -22.6% | +40.4% |
| 5Y | +98.0% | +82.9% | +15.1% | +66.5% |
| All | +346.0% | +133.9% | +212.1% | +256.3% |
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