+22.7%
MCD vs HST
+71.5%
-48.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.2% |
| 3M | +0.8% | +6.3% | -5.4% | 0.0% |
| 6M | -1.3% | +19.0% | -20.3% | -3.8% |
| YTD | -7.8% | +47.0% | -54.8% | -12.8% |
| 1Y | -5.0% | +53.4% | -58.4% | -10.8% |
| 3Y | +10.5% | +78.0% | -67.5% | +0.8% |
| All | +22.7% | +71.5% | -48.7% | +13.8% |
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