-15.1%
MP vs HST
+71.5%
-86.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | -10.5% | -2.7% | -7.8% | -8.8% |
| 30D | -23.5% | +10.7% | -34.2% | -28.9% |
| 3M | -25.4% | +6.3% | -31.7% | -28.8% |
| 6M | -51.3% | +19.0% | -70.2% | -57.8% |
| YTD | -29.9% | +47.0% | -76.9% | -48.7% |
| 1Y | -31.8% | +53.4% | -85.3% | -51.9% |
| 3Y | +127.0% | +78.0% | +49.0% | +38.5% |
| All | -15.1% | +71.5% | -86.6% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling