+101.7%
MPC vs HST
+55.2%
+46.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.1% |
| 7D | -8.8% | +0.6% | -9.4% | -8.8% |
| 30D | -14.4% | +14.5% | -28.9% | -13.2% |
| 3M | +21.9% | +15.4% | +6.5% | +23.9% |
| 6M | +60.1% | +22.0% | +38.1% | +61.6% |
| YTD | +142.3% | +54.9% | +87.5% | +133.3% |
| 1Y | +101.7% | +54.0% | +47.7% | +95.1% |
| All | +101.7% | +55.2% | +46.5% | +95.1% |
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