+558.3%
MS vs HST
+138.5%
+419.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -0.1% |
| 30D | -3.8% | +10.7% | -14.5% | -8.5% |
| 3M | -14.6% | +6.3% | -20.8% | -17.2% |
| 6M | -5.1% | +19.0% | -24.0% | -13.4% |
| YTD | +4.5% | +47.0% | -42.5% | -14.3% |
| 1Y | +13.5% | +53.4% | -39.9% | -9.1% |
| 3Y | +160.4% | +78.0% | +82.4% | +90.6% |
| 5Y | +112.9% | +71.7% | +41.2% | +53.1% |
| All | +558.3% | +138.5% | +419.8% | +294.0% |
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