-12.5%
MCHP vs HST
+89.2%
-101.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.5% |
| 7D | -17.5% | -1.3% | -16.3% | -16.2% |
| 30D | -15.8% | +13.4% | -29.2% | -24.2% |
| 3M | -22.9% | +16.7% | -39.6% | -32.5% |
| 6M | -36.6% | +24.0% | -60.6% | -48.0% |
| YTD | -0.8% | +54.0% | -54.8% | -34.1% |
| 1Y | +16.5% | +55.0% | -38.5% | -23.4% |
| All | -12.5% | +89.2% | -101.8% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling