+110.6%
MCK vs HST
+66.0%
+44.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +11.6% | -4.0% | +15.6% | +11.5% |
| 6M | -4.9% | +20.7% | -25.6% | -4.4% |
| YTD | +7.7% | +31.0% | -23.3% | +8.5% |
| 1Y | +25.2% | +36.2% | -11.0% | +26.1% |
| All | +110.6% | +66.0% | +44.6% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling