+75.8%
HST vs MCO
+26.7%
+49.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.3% |
| 6M | +20.7% | +3.8% | +16.9% | +17.5% |
| YTD | +31.0% | -7.9% | +38.9% | +34.1% |
| 1Y | +36.2% | -6.8% | +43.1% | +37.8% |
| 3Y | +66.6% | +40.9% | +25.7% | +32.3% |
| 5Y | +75.8% | +27.5% | +48.3% | +38.3% |
| All | +75.8% | +26.7% | +49.1% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling