+211.7%
MRSH vs HST
+110.3%
+101.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -4.8% | +0.9% | -5.6% | -4.9% |
| 30D | -6.3% | -2.5% | -3.9% | -5.8% |
| 3M | +5.8% | -5.1% | +10.9% | +6.8% |
| 6M | +2.8% | +21.6% | -18.8% | -2.0% |
| YTD | -3.1% | +31.6% | -34.8% | -9.4% |
| 1Y | -11.3% | +36.1% | -47.4% | -17.8% |
| 3Y | -5.0% | +66.5% | -71.4% | -17.2% |
| 5Y | +19.2% | +76.6% | -57.4% | +0.4% |
| All | +211.7% | +110.3% | +101.3% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling