+10.5%
MCD vs HST
+77.0%
-66.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +7.1% | -2.7% | +9.8% | +7.5% |
| 30D | +19.8% | +10.7% | +9.1% | +18.4% |
| 3M | +0.8% | +6.3% | -5.4% | +0.1% |
| 6M | -1.3% | +19.0% | -20.3% | -3.4% |
| YTD | -7.8% | +47.0% | -54.8% | -12.3% |
| 1Y | -5.0% | +53.4% | -58.4% | -10.1% |
| 3Y | +10.5% | +78.0% | -67.5% | +3.9% |
| All | +10.5% | +77.0% | -66.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling