+6,288.2%
MS vs HST
+1,783.1%
+4,505.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.4% | -1.0% | +2.4% | +1.9% |
| 30D | -0.3% | -12.3% | +12.0% | +6.5% |
| 3M | +0.3% | -6.4% | +6.7% | +3.4% |
| 6M | +31.3% | +15.0% | +16.3% | +21.4% |
| YTD | +24.7% | +30.5% | -5.8% | +8.0% |
| 1Y | +47.9% | +35.7% | +12.2% | +24.9% |
| 3Y | +178.3% | +68.4% | +110.0% | +107.6% |
| 5Y | +144.9% | +73.1% | +71.8% | +72.9% |
| 10Y | +804.5% | +92.7% | +711.8% | +451.4% |
| All | +6,288.2% | +1,783.1% | +4,505.1% | +1,731.1% |
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