+108.1%
HST vs MCO
+385.7%
-277.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +0.7% | -7.3% | +8.0% | +4.2% |
| 30D | -0.7% | -1.7% | +1.0% | -0.1% |
| 3M | -4.0% | +3.9% | -7.9% | -6.2% |
| 6M | +20.7% | +3.8% | +16.9% | +17.5% |
| YTD | +31.0% | -7.9% | +38.9% | +33.8% |
| 1Y | +36.2% | -6.8% | +43.1% | +37.7% |
| 3Y | +66.6% | +40.9% | +25.7% | +36.1% |
| 5Y | +75.8% | +27.5% | +48.3% | +47.0% |
| All | +108.1% | +385.7% | -277.6% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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