+548,301.9%
MNST vs HST
+1,330.6%
+546,971.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -7.2% | -12.3% | +5.0% | -4.7% |
| 3M | -1.0% | -6.4% | +5.3% | +0.2% |
| 6M | +11.5% | +15.0% | -3.5% | +8.1% |
| YTD | +14.3% | +30.5% | -16.2% | +7.8% |
| 1Y | +38.1% | +35.7% | +2.5% | +28.8% |
| 3Y | +55.0% | +68.4% | -13.4% | +36.4% |
| 5Y | +79.6% | +73.1% | +6.5% | +54.6% |
| 10Y | +241.8% | +92.7% | +149.1% | +172.0% |
| All | +548,301.9% | +1,330.6% | +546,971.3% | +408,753.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling