+34.1%
MSCI vs HST
+77.0%
-42.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +2.8% | -2.7% | +5.5% | +3.6% |
| 30D | +15.4% | +10.7% | +4.7% | +12.7% |
| 3M | +13.4% | +6.3% | +7.2% | +11.7% |
| 6M | +10.9% | +19.0% | -8.1% | +5.7% |
| YTD | +13.0% | +47.0% | -34.1% | +0.9% |
| 1Y | +12.0% | +53.4% | -41.4% | -1.3% |
| 3Y | +34.1% | +78.0% | -43.9% | +11.7% |
| All | +34.1% | +77.0% | -42.9% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling