+3,431.3%
MRSH vs HST
+1,330.6%
+2,100.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -3.6% | -1.0% | -2.5% | -3.4% |
| 30D | -3.0% | -12.3% | +9.3% | -0.2% |
| 3M | +15.8% | -6.4% | +22.2% | +17.3% |
| 6M | +1.6% | +15.0% | -13.4% | -2.0% |
| YTD | +1.7% | +30.5% | -28.8% | -4.8% |
| 1Y | -8.0% | +35.7% | -43.7% | -14.8% |
| 3Y | -0.3% | +68.4% | -68.6% | -13.4% |
| 5Y | +25.9% | +73.1% | -47.2% | +6.5% |
| 10Y | +222.0% | +92.7% | +129.2% | +150.1% |
| All | +3,431.3% | +1,330.6% | +2,100.7% | +1,511.8% |
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