+70.4%
MNST vs HST
+77.1%
-6.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -0.9% |
| 7D | +3.2% | -4.2% | +7.4% | +4.0% |
| 30D | +10.6% | +9.6% | +1.0% | +8.8% |
| 3M | +1.3% | -1.1% | +2.4% | +1.3% |
| 6M | +26.2% | +21.1% | +5.1% | +22.0% |
| YTD | +24.8% | +47.1% | -22.3% | +17.1% |
| 1Y | +40.9% | +64.0% | -23.1% | +30.0% |
| All | +70.4% | +77.1% | -6.7% | +49.7% |
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