-5.0%
MRSH vs HST
+65.3%
-70.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.9% | -0.3% | -5.5% | -5.8% |
| 30D | -7.3% | -2.8% | -4.5% | -7.0% |
| 3M | +7.4% | -6.5% | +13.9% | +8.2% |
| 6M | -0.7% | +20.7% | -21.4% | -3.6% |
| YTD | -3.2% | +30.5% | -33.6% | -7.1% |
| 1Y | -10.6% | +36.8% | -47.4% | -14.9% |
| All | -5.0% | +65.3% | -70.3% | -14.3% |
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 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