+97.2%
MNST vs HST
+82.0%
+15.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.3% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +3.9% | +14.5% | -10.6% | +0.6% |
| 3M | -0.8% | +15.4% | -16.2% | -4.2% |
| 6M | +5.1% | +22.0% | -16.9% | 0.0% |
| YTD | +18.3% | +54.9% | -36.6% | +6.4% |
| 1Y | +29.5% | +54.0% | -24.5% | +16.5% |
| 3Y | +64.0% | +90.4% | -26.4% | +37.0% |
| 5Y | +97.2% | +84.2% | +12.9% | +66.1% |
| All | +97.2% | +82.0% | +15.2% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling