+66.1%
HST vs MKC
-29.9%
+96.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.0% | -4.3% | +6.3% | +2.8% |
| 30D | -5.2% | -2.0% | -3.2% | -4.9% |
| 3M | -6.2% | +10.0% | -16.2% | -8.1% |
| 6M | +20.4% | -18.5% | +39.0% | +25.3% |
| YTD | +30.6% | -22.4% | +53.1% | +36.9% |
| 1Y | +37.4% | -23.6% | +61.0% | +44.3% |
| 3Y | +66.1% | -30.4% | +96.6% | +79.8% |
| All | +66.1% | -29.9% | +96.0% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling