+2,417.1%
MSCI vs HST
+130.6%
+2,286.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.7% |
| 30D | +0.6% | -12.3% | +12.8% | +4.7% |
| 3M | -7.1% | -6.4% | -0.7% | -5.4% |
| 6M | +0.8% | +15.0% | -14.2% | -4.3% |
| YTD | +1.0% | +30.5% | -29.5% | -8.3% |
| 1Y | +4.3% | +35.7% | -31.4% | -6.8% |
| 3Y | +9.9% | +68.4% | -58.4% | -9.9% |
| 5Y | -6.8% | +73.1% | -79.9% | -25.3% |
| 10Y | +614.7% | +92.7% | +521.9% | +400.4% |
| All | +2,417.1% | +130.6% | +2,286.5% | +1,268.1% |
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 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