+42,373.8%
MCHP vs HST
+1,573.8%
+40,800.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.2% | +1.4% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -4.1% | -12.3% | +8.2% | +0.4% |
| 3M | -22.5% | -6.4% | -16.2% | -20.8% |
| 6M | +7.3% | +15.0% | -7.7% | +2.1% |
| YTD | +18.4% | +30.5% | -12.1% | +7.7% |
| 1Y | +18.1% | +35.7% | -17.5% | +5.8% |
| 3Y | -2.8% | +68.4% | -71.2% | -17.9% |
| 5Y | +5.5% | +73.1% | -67.6% | -11.9% |
| 10Y | +185.8% | +92.7% | +93.1% | +121.3% |
| All | +42,373.8% | +1,573.8% | +40,800.0% | +13,957.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling