+160.4%
MS vs HST
+77.0%
+83.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | 0.0% |
| 30D | -3.8% | +10.7% | -14.5% | -8.8% |
| 3M | -14.6% | +6.3% | -20.8% | -17.3% |
| 6M | -5.1% | +19.0% | -24.0% | -14.3% |
| YTD | +4.5% | +47.0% | -42.5% | -16.2% |
| 1Y | +13.5% | +53.4% | -39.9% | -11.3% |
| 3Y | +160.4% | +78.0% | +82.4% | +75.4% |
| All | +160.4% | +77.0% | +83.4% | +75.4% |
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