+65.7%
HST vs MCO
+40.3%
+25.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +0.7% | -7.3% | +8.0% | +3.6% |
| 30D | -0.7% | -1.7% | +1.0% | -0.2% |
| 3M | -4.0% | +3.9% | -7.9% | -5.9% |
| 6M | +20.7% | +3.8% | +16.9% | +17.9% |
| YTD | +31.0% | -7.9% | +38.9% | +34.2% |
| 1Y | +36.2% | -6.8% | +43.1% | +38.1% |
| All | +65.7% | +40.3% | +25.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling