-3.2%
MCD vs HST
+55.2%
-58.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +7.3% | +0.6% | +6.7% | +7.2% |
| 30D | +20.0% | +14.5% | +5.5% | +18.4% |
| 3M | +3.8% | +15.4% | -11.6% | +2.4% |
| 6M | +3.8% | +22.0% | -18.2% | +1.4% |
| YTD | -5.9% | +54.9% | -60.7% | -12.5% |
| 1Y | -3.2% | +54.0% | -57.2% | -9.6% |
| All | -3.2% | +55.2% | -58.5% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling