+153.3%
MP vs HST
+68.9%
+84.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | -2.9% | -1.0% | -1.8% | -2.3% |
| 30D | +13.8% | -12.3% | +26.1% | +22.1% |
| 3M | -16.7% | -6.4% | -10.3% | -14.6% |
| 6M | -11.5% | +15.0% | -26.5% | -20.6% |
| YTD | +7.9% | +30.5% | -22.6% | -11.2% |
| 1Y | -15.0% | +35.7% | -50.7% | -32.6% |
| All | +153.3% | +68.9% | +84.4% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling