+601.0%
MPC vs HST
+82.3%
+518.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +11.2% | +3.6% | +7.7% | +9.8% |
| 30D | -14.5% | +11.2% | -25.7% | -17.9% |
| 3M | +16.7% | +13.1% | +3.6% | +11.2% |
| 6M | +67.6% | +23.9% | +43.6% | +53.0% |
| YTD | +157.9% | +52.3% | +105.6% | +115.0% |
| 1Y | +116.7% | +56.7% | +60.0% | +78.2% |
| 3Y | +199.8% | +87.5% | +112.2% | +124.0% |
| All | +601.0% | +82.3% | +518.7% | +415.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling