+5,626.0%
MS vs HST
+2,149.8%
+3,476.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +3.6% |
| 7D | +2.6% | +3.3% | -0.7% | +0.9% |
| 30D | +2.6% | +16.4% | -13.7% | -5.2% |
| 3M | -10.1% | +5.5% | -15.5% | -12.8% |
| 6M | +4.4% | +31.1% | -26.8% | -9.8% |
| YTD | +11.7% | +55.9% | -44.2% | -11.8% |
| 1Y | +20.9% | +75.6% | -54.7% | -10.7% |
| 3Y | +177.1% | +87.8% | +89.4% | +95.3% |
| 5Y | +127.7% | +86.6% | +41.1% | +54.8% |
| 10Y | +684.1% | +161.1% | +523.0% | +308.6% |
| All | +5,626.0% | +2,149.8% | +3,476.2% | +1,395.1% |
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