+84.2%
HST vs MKC
-35.1%
+119.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.0% |
| 30D | +14.5% | +5.4% | +9.1% | +13.2% |
| 3M | +15.4% | -11.1% | +26.5% | +17.8% |
| 6M | +22.0% | -1.4% | +23.4% | +21.6% |
| YTD | +54.9% | -29.4% | +84.3% | +65.2% |
| 1Y | +54.0% | -24.7% | +78.7% | +61.6% |
| 3Y | +90.4% | -21.8% | +112.3% | +97.3% |
| 5Y | +84.2% | -36.0% | +120.2% | +90.1% |
| All | +84.2% | -35.1% | +119.3% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling