+14.8%
MSCI vs HST
+54.6%
-39.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.8% |
| 30D | +16.5% | +13.4% | +3.1% | +15.3% |
| 3M | +18.2% | +16.7% | +1.5% | +16.9% |
| 6M | +14.0% | +24.0% | -10.0% | +11.6% |
| YTD | +16.6% | +54.0% | -37.4% | +10.2% |
| 1Y | +14.8% | +55.0% | -40.2% | +8.2% |
| All | +14.8% | +54.6% | -39.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling