+682.5%
MRNA vs HST
+61.2%
+621.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +5.5% | -1.0% | +6.5% | +5.6% |
| 30D | +158.7% | -12.3% | +171.0% | +164.9% |
| 3M | +182.1% | -6.4% | +188.5% | +185.6% |
| 6M | +151.8% | +15.0% | +136.8% | +146.5% |
| YTD | +393.6% | +30.5% | +363.0% | +374.4% |
| 1Y | +499.5% | +35.7% | +463.8% | +473.1% |
| 3Y | +29.3% | +68.4% | -39.1% | +22.2% |
| 5Y | -65.1% | +73.1% | -138.2% | -66.3% |
| All | +682.5% | +61.2% | +621.3% | +723.6% |
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 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