+7,004.6%
MCK vs HST
+717.4%
+6,287.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | +1.4% | -2.8% | +4.2% | +2.0% |
| 3M | +13.8% | -6.5% | +20.3% | +15.1% |
| 6M | -5.2% | +20.7% | -25.9% | -8.9% |
| YTD | +9.0% | +30.5% | -21.4% | +2.9% |
| 1Y | +26.9% | +36.8% | -9.9% | +18.5% |
| 3Y | +114.7% | +65.9% | +48.9% | +89.6% |
| 5Y | +347.1% | +73.9% | +273.2% | +281.4% |
| 10Y | +446.4% | +107.0% | +339.3% | +328.6% |
| All | +7,004.6% | +717.4% | +6,287.2% | +3,561.6% |
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