+1,330.6%
HST vs MKC
+3,376.8%
-2,046.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -1.0% | -5.9% | +4.8% | +0.8% |
| 30D | -12.3% | -0.9% | -11.4% | -12.1% |
| 3M | -6.4% | +12.7% | -19.1% | -10.2% |
| 6M | +15.0% | -19.3% | +34.3% | +21.8% |
| YTD | +30.5% | -22.2% | +52.7% | +39.1% |
| 1Y | +35.7% | -23.3% | +59.0% | +44.9% |
| 3Y | +68.4% | -30.0% | +98.4% | +82.8% |
| 5Y | +73.1% | -33.8% | +106.9% | +88.2% |
| 10Y | +92.7% | +24.4% | +68.3% | +61.7% |
| All | +1,330.6% | +3,376.8% | -2,046.1% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling