+820.4%
MSCI vs HST
+143.8%
+676.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | +16.5% | +13.4% | +3.1% | +12.4% |
| 3M | +18.2% | +16.7% | +1.5% | +13.1% |
| 6M | +14.0% | +24.0% | -10.0% | +6.9% |
| YTD | +16.6% | +54.0% | -37.4% | +2.3% |
| 1Y | +14.8% | +55.0% | -40.2% | +0.5% |
| 3Y | +33.3% | +89.3% | -56.1% | +8.4% |
| 5Y | +9.1% | +85.4% | -76.4% | -11.5% |
| 10Y | +820.4% | +137.1% | +683.2% | +628.1% |
| All | +820.4% | +143.8% | +676.6% | +628.1% |
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 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