+28.2%
MRNA vs HST
+65.3%
-37.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.2% |
| 7D | -10.1% | -0.3% | -9.8% | -9.8% |
| 30D | +126.7% | -2.8% | +129.5% | +133.8% |
| 3M | +184.1% | -6.5% | +190.6% | +200.1% |
| 6M | +143.3% | +20.7% | +122.6% | +106.2% |
| YTD | +359.9% | +30.5% | +329.4% | +265.1% |
| 1Y | +454.2% | +36.8% | +417.4% | +322.3% |
| All | +28.2% | +65.3% | -37.1% | -10.6% |
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