+20.8%
MCD vs HST
+82.3%
-61.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | +3.6% | -5.2% | -2.1% |
| 30D | +14.1% | +11.2% | +2.9% | +12.5% |
| 3M | +0.6% | +13.1% | -12.5% | -1.1% |
| 6M | 0.0% | +23.9% | -23.9% | -3.0% |
| YTD | -9.3% | +52.3% | -61.6% | -14.7% |
| 1Y | -9.3% | +56.7% | -66.0% | -15.1% |
| 3Y | +8.6% | +87.5% | -78.9% | -1.6% |
| All | +20.8% | +82.3% | -61.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling