+74.8%
MTZ vs HST
+71.5%
+3.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.6% |
| 7D | -6.4% | -2.7% | -3.7% | -5.2% |
| 30D | -22.1% | +10.7% | -32.8% | -26.3% |
| 3M | -32.7% | +6.3% | -38.9% | -35.1% |
| 6M | -59.8% | +19.0% | -78.8% | -63.9% |
| YTD | -19.9% | +47.0% | -66.9% | -36.2% |
| 1Y | -11.5% | +53.4% | -64.9% | -31.3% |
| 3Y | +258.1% | +78.0% | +180.1% | +151.5% |
| All | +74.8% | +71.5% | +3.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling