+398.0%
MTZ vs HST
+133.7%
+264.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +5.0% | +3.6% | +1.4% | +3.0% |
| 30D | -6.0% | +11.2% | -17.2% | -11.5% |
| 3M | -36.1% | +13.1% | -49.2% | -40.5% |
| 6M | -56.9% | +23.9% | -80.8% | -62.1% |
| YTD | -15.9% | +52.3% | -68.2% | -34.5% |
| 1Y | -3.8% | +56.7% | -60.5% | -26.5% |
| 3Y | +272.3% | +87.5% | +184.7% | +154.5% |
| 5Y | +91.1% | +82.8% | +8.3% | +27.5% |
| All | +398.0% | +133.7% | +264.3% | +172.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling