+598,486.6%
MNST vs HST
+1,512.4%
+596,974.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.7% | +3.8% | -0.7% |
| 7D | +3.2% | -4.2% | +7.4% | +4.1% |
| 30D | +10.6% | +9.6% | +1.0% | +8.4% |
| 3M | +1.3% | -1.1% | +2.4% | +1.4% |
| 6M | +26.2% | +21.1% | +5.1% | +21.0% |
| YTD | +24.8% | +47.1% | -22.3% | +14.6% |
| 1Y | +40.9% | +64.0% | -23.1% | +26.4% |
| 3Y | +72.2% | +77.1% | -4.9% | +50.0% |
| 5Y | +108.8% | +71.8% | +37.0% | +79.9% |
| 10Y | +324.4% | +146.3% | +178.1% | +220.8% |
| All | +598,486.6% | +1,512.4% | +596,974.2% | +434,774.9% |
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