+31.8%
MCK vs HST
+38.1%
-6.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | +1.7% | -1.0% | +2.8% | +1.7% |
| 30D | +3.6% | -12.3% | +15.9% | +3.8% |
| 3M | +20.1% | -6.4% | +26.4% | +20.5% |
| 6M | -7.0% | +15.0% | -22.0% | -7.2% |
| YTD | +11.0% | +30.5% | -19.5% | +8.6% |
| 1Y | +31.8% | +35.7% | -3.8% | +34.1% |
| All | +31.8% | +38.1% | -6.3% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling