+108.1%
HST vs MKC
+29.3%
+78.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -0.7% | -3.4% | +2.7% | 0.0% |
| 3M | -4.0% | +3.8% | -7.8% | -5.0% |
| 6M | +20.7% | -17.9% | +38.6% | +25.1% |
| YTD | +31.0% | -23.6% | +54.7% | +37.5% |
| 1Y | +36.2% | -23.1% | +59.3% | +42.5% |
| 3Y | +66.6% | -31.5% | +98.2% | +77.6% |
| 5Y | +75.8% | -33.1% | +108.9% | +86.0% |
| All | +108.1% | +29.3% | +78.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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