-7.2%
MTZ vs HST
+53.7%
-61.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | +16.5% | +3.6% | +12.8% | +15.7% |
| 30D | -10.2% | +9.9% | -20.1% | -11.5% |
| 3M | -34.2% | +12.9% | -47.1% | -35.4% |
| 6M | -56.0% | +22.9% | -78.8% | -58.1% |
| YTD | -14.8% | +52.4% | -67.3% | -23.5% |
| 1Y | -7.2% | +52.5% | -59.8% | -16.8% |
| All | -7.2% | +53.7% | -61.0% | -16.8% |
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