+199.5%
MCHP vs HST
+110.3%
+89.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | 0.0% | +0.9% | -0.8% | -0.4% |
| 30D | -6.0% | -2.5% | -3.6% | -4.8% |
| 3M | -19.7% | -5.1% | -14.6% | -17.5% |
| 6M | +14.0% | +21.6% | -7.6% | +1.8% |
| YTD | +18.4% | +31.6% | -13.2% | +0.9% |
| 1Y | +17.1% | +36.1% | -19.0% | -2.7% |
| 3Y | +0.7% | +66.5% | -65.7% | -24.1% |
| 5Y | +5.1% | +76.6% | -71.5% | -23.8% |
| All | +199.5% | +110.3% | +89.1% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling