+834.9%
MSCI vs HST
+133.9%
+701.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -0.7% | +3.6% | -4.3% | -1.7% |
| 30D | +16.2% | +9.9% | +6.3% | +13.1% |
| 3M | +16.1% | +12.9% | +3.2% | +12.2% |
| 6M | +12.9% | +22.9% | -9.9% | +6.1% |
| YTD | +14.8% | +52.4% | -37.6% | +1.0% |
| 1Y | +13.8% | +52.5% | -38.8% | 0.0% |
| 3Y | +31.2% | +87.4% | -56.2% | +6.9% |
| 5Y | +5.6% | +82.9% | -77.4% | -14.2% |
| All | +834.9% | +133.9% | +701.0% | +613.4% |
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 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