+35,221.4%
MCHP vs HST
+1,853.1%
+33,368.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +5.7% | +3.6% | +2.1% | +4.4% |
| 30D | -13.4% | +11.2% | -24.6% | -16.4% |
| 3M | -20.1% | +13.1% | -33.2% | -23.3% |
| 6M | -35.5% | +23.9% | -59.4% | -40.1% |
| YTD | -1.6% | +52.3% | -53.8% | -14.9% |
| 1Y | +15.5% | +56.7% | -41.2% | -1.2% |
| 3Y | -13.2% | +87.5% | -100.7% | -29.2% |
| 5Y | -17.5% | +82.8% | -100.3% | -32.5% |
| 10Y | +136.0% | +134.6% | +1.4% | +71.5% |
| All | +35,221.4% | +1,853.1% | +33,368.3% | +11,006.6% |
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