-41.2%
MP vs HST
+51.4%
-92.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.9% | +6.0% |
| 7D | -1.6% | -1.1% | -0.4% | -1.3% |
| 30D | -18.2% | +11.6% | -29.8% | -19.3% |
| 3M | -26.1% | +9.5% | -35.7% | -27.2% |
| 6M | -44.0% | +18.9% | -62.9% | -46.3% |
| YTD | -25.3% | +51.0% | -76.2% | -28.3% |
| All | -41.2% | +51.4% | -92.5% | -43.5% |
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