-34.6%
MP vs HST
+76.4%
-111.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.3% |
| 7D | -12.5% | +3.3% | -15.9% | -13.0% |
| 30D | -23.3% | +16.4% | -39.7% | -25.1% |
| 3M | -24.4% | +5.5% | -29.8% | -25.4% |
| 6M | -45.8% | +31.1% | -76.9% | -49.2% |
| YTD | -28.9% | +55.9% | -84.8% | -33.8% |
| 1Y | -34.6% | +75.6% | -110.2% | -39.8% |
| All | -34.6% | +76.4% | -111.0% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling