+15.7%
MCHP vs HST
+37.9%
-22.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.3% | -0.3% | +0.7% | +0.5% |
| 30D | -9.8% | -2.8% | -7.0% | -8.6% |
| 3M | -19.7% | -6.5% | -13.2% | -17.3% |
| 6M | +13.6% | +20.7% | -7.1% | +3.2% |
| YTD | +16.5% | +30.5% | -13.9% | +3.3% |
| 1Y | +15.7% | +36.8% | -21.1% | -3.1% |
| All | +15.7% | +37.9% | -22.2% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling