+4.3%
MRSH vs HST
+22.4%
-18.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -3.6% | -1.0% | -2.5% | -3.6% |
| 30D | -3.0% | -12.3% | +9.3% | -3.6% |
| 3M | +15.8% | -6.4% | +22.2% | +16.1% |
| All | +4.3% | +22.4% | -18.0% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling