+22.6%
MCD vs HST
+70.3%
-47.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | 0.0% |
| 7D | +8.0% | -4.2% | +12.2% | +8.6% |
| 30D | +19.6% | +9.6% | +10.0% | +18.2% |
| 3M | +2.2% | -1.1% | +3.3% | +2.2% |
| 6M | -1.1% | +21.1% | -22.2% | -3.9% |
| YTD | -7.2% | +47.1% | -54.3% | -12.4% |
| 1Y | -6.7% | +64.0% | -70.7% | -13.3% |
| 3Y | +11.6% | +77.1% | -65.5% | +1.8% |
| 5Y | +22.6% | +71.8% | -49.1% | +13.5% |
| All | +22.6% | +70.3% | -47.6% | +13.5% |
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