+167.0%
MPC vs HST
+77.1%
+89.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.7% | +1.8% | -2.0% |
| 7D | -12.8% | -4.2% | -8.6% | -11.6% |
| 30D | -12.7% | +9.6% | -22.3% | -15.6% |
| 3M | +27.1% | -1.1% | +28.2% | +27.3% |
| 6M | +45.8% | +21.1% | +24.7% | +33.4% |
| YTD | +134.7% | +47.1% | +87.6% | +94.6% |
| 1Y | +106.0% | +64.0% | +42.0% | +61.2% |
| All | +167.0% | +77.1% | +89.9% | +73.1% |
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 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