+2,781.3%
MSCI vs HST
+159.9%
+2,621.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.7% | +2.9% | -0.9% |
| 7D | +6.0% | -4.2% | +10.2% | +7.5% |
| 30D | +18.2% | +9.6% | +8.6% | +14.7% |
| 3M | +15.1% | -1.1% | +16.2% | +15.3% |
| 6M | +13.7% | +21.1% | -7.4% | +6.4% |
| YTD | +15.6% | +47.1% | -31.5% | +1.0% |
| 1Y | +16.3% | +64.0% | -47.7% | -2.1% |
| 3Y | +36.9% | +77.1% | -40.2% | +10.5% |
| 5Y | +6.3% | +71.8% | -65.4% | -14.6% |
| 10Y | +823.0% | +146.3% | +676.7% | +495.6% |
| All | +2,781.3% | +159.9% | +2,621.4% | +1,406.0% |
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