+697.8%
MTZ vs HST
+92.5%
+605.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -1.0% | -0.5% | -1.1% |
| 30D | -11.1% | -12.3% | +1.2% | -4.7% |
| 3M | -36.7% | -6.4% | -30.3% | -34.9% |
| 6M | -21.9% | +15.0% | -37.0% | -28.5% |
| YTD | +9.1% | +30.5% | -21.4% | -7.3% |
| 1Y | +30.0% | +35.7% | -5.7% | +7.5% |
| 3Y | +138.5% | +68.4% | +70.1% | +73.1% |
| 5Y | +158.3% | +73.1% | +85.2% | +77.8% |
| All | +697.8% | +92.5% | +605.3% | +368.4% |
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