+161.8%
MS vs HST
+77.1%
+84.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.7% | -0.3% | -2.8% |
| 7D | -3.4% | -4.2% | +0.8% | -1.0% |
| 30D | -3.9% | +9.6% | -13.5% | -8.4% |
| 3M | -15.9% | -1.1% | -14.8% | -15.5% |
| 6M | -2.5% | +21.1% | -23.6% | -12.8% |
| YTD | +5.1% | +47.1% | -42.0% | -15.8% |
| 1Y | +13.0% | +64.0% | -51.1% | -15.3% |
| All | +161.8% | +77.1% | +84.7% | +76.4% |
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