+4.4%
MCHP vs HST
+75.9%
-71.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.3% | -0.3% | +0.7% | +0.6% |
| 30D | -9.8% | -2.8% | -7.0% | -8.0% |
| 3M | -19.7% | -6.5% | -13.2% | -16.1% |
| 6M | +13.6% | +20.7% | -7.1% | -1.8% |
| YTD | +16.5% | +30.5% | -13.9% | -5.2% |
| 1Y | +15.7% | +36.8% | -21.1% | -9.9% |
| 3Y | 0.0% | +65.9% | -65.9% | -32.2% |
| 5Y | +4.4% | +73.9% | -69.5% | -30.9% |
| All | +4.4% | +75.9% | -71.5% | -30.9% |
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