+445.3%
MP vs HST
+143.0%
+302.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.0% |
| 3M | -16.7% | -6.4% | -10.3% | -14.4% |
| 6M | -11.5% | +15.0% | -26.5% | -19.4% |
| YTD | +7.9% | +30.5% | -22.6% | -9.0% |
| 1Y | -15.0% | +35.7% | -50.7% | -30.6% |
| 3Y | +153.5% | +68.4% | +85.1% | +82.4% |
| 5Y | +58.7% | +73.1% | -14.5% | +15.8% |
| All | +445.3% | +143.0% | +302.3% | +295.3% |
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