+35,479.1%
MCHP vs HST
+1,874.6%
+33,604.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | -17.5% | -1.3% | -16.3% | -17.0% |
| 30D | -15.8% | +13.4% | -29.2% | -19.2% |
| 3M | -22.9% | +16.7% | -39.6% | -26.7% |
| 6M | -36.6% | +24.0% | -60.6% | -41.1% |
| YTD | -0.8% | +54.0% | -54.8% | -14.6% |
| 1Y | +16.5% | +55.0% | -38.5% | +0.1% |
| 3Y | -13.6% | +89.3% | -102.9% | -29.8% |
| 5Y | -17.0% | +85.4% | -102.4% | -32.4% |
| 10Y | +137.7% | +137.1% | +0.5% | +72.1% |
| All | +35,479.1% | +1,874.6% | +33,604.5% | +11,045.0% |
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