-14.3%
MTZ vs HST
+76.4%
-90.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +1.3% | -16.7% | -15.5% |
| 7D | -7.4% | +3.3% | -10.7% | -7.8% |
| 30D | -23.6% | +16.4% | -40.0% | -25.2% |
| 3M | -38.3% | +5.5% | -43.8% | -38.7% |
| 6M | -60.6% | +31.1% | -91.7% | -62.7% |
| YTD | -22.9% | +55.9% | -78.8% | -29.2% |
| 1Y | -14.3% | +75.6% | -89.9% | -22.6% |
| All | -14.3% | +76.4% | -90.7% | -22.6% |
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