+259.1%
MP vs HST
+190.3%
+68.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.4% | -5.8% |
| 7D | -12.5% | +3.3% | -15.9% | -14.2% |
| 30D | -23.3% | +16.4% | -39.7% | -29.6% |
| 3M | -24.4% | +5.5% | -29.8% | -26.9% |
| 6M | -45.8% | +31.1% | -76.9% | -54.0% |
| YTD | -28.9% | +55.9% | -84.8% | -45.7% |
| 1Y | -34.6% | +75.6% | -110.2% | -53.7% |
| 3Y | +118.7% | +87.8% | +30.9% | +48.0% |
| 5Y | -3.1% | +86.6% | -89.7% | -33.9% |
| All | +259.1% | +190.3% | +68.8% | +135.7% |
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