+678.9%
HST vs MCO
+7,398.7%
-6,719.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +1.2% |
| 30D | -2.8% | -0.5% | -2.2% | -2.7% |
| 3M | -6.5% | +5.7% | -12.2% | -9.7% |
| 6M | +20.7% | +3.0% | +17.7% | +17.6% |
| YTD | +30.5% | -6.5% | +36.9% | +32.2% |
| 1Y | +36.8% | -5.8% | +42.5% | +37.3% |
| 3Y | +65.9% | +43.1% | +22.8% | +32.3% |
| 5Y | +73.9% | +29.5% | +44.4% | +43.2% |
| 10Y | +107.0% | +388.8% | -281.8% | -20.8% |
| All | +678.9% | +7,398.7% | -6,719.8% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling