+73.9%
HST vs MKC
-34.7%
+108.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.3% | -4.3% | +4.0% | +0.5% |
| 30D | -2.8% | -3.1% | +0.3% | -2.2% |
| 3M | -6.5% | +6.8% | -13.3% | -8.0% |
| 6M | +20.7% | -18.3% | +39.1% | +25.6% |
| YTD | +30.5% | -23.1% | +53.5% | +37.1% |
| 1Y | +36.8% | -23.7% | +60.5% | +43.8% |
| 3Y | +65.9% | -31.0% | +96.9% | +77.7% |
| 5Y | +73.9% | -33.5% | +107.4% | +89.0% |
| All | +73.9% | -34.7% | +108.6% | +89.0% |
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