+122.4%
HST vs MKC
+25.8%
+96.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | +3.6% | -3.0% | +6.5% | +4.2% |
| 30D | +11.2% | +4.8% | +6.4% | +10.0% |
| 3M | +13.1% | -12.8% | +25.9% | +15.9% |
| 6M | +23.9% | +5.0% | +18.9% | +21.9% |
| YTD | +52.3% | -29.1% | +81.3% | +61.8% |
| 1Y | +56.7% | -26.4% | +83.1% | +65.1% |
| 3Y | +87.5% | -21.6% | +109.1% | +93.8% |
| 5Y | +82.8% | -35.2% | +118.0% | +94.2% |
| All | +122.4% | +25.8% | +96.6% | +92.7% |
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