+590.7%
HAL vs MKC
+3,364.7%
-2,774.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | -4.3% | +4.8% | +1.7% |
| 30D | +15.9% | -2.0% | +17.9% | +16.5% |
| 3M | -8.7% | +10.0% | -18.7% | -11.5% |
| 6M | +9.0% | -18.5% | +27.6% | +14.3% |
| YTD | +32.0% | -22.4% | +54.4% | +39.9% |
| 1Y | +72.5% | -23.6% | +96.1% | +82.9% |
| 3Y | -4.5% | -30.4% | +25.9% | +2.6% |
| 5Y | +109.7% | -34.2% | +143.9% | +125.9% |
| 10Y | +1.2% | +26.8% | -25.6% | -11.1% |
| All | +590.7% | +3,364.7% | -2,774.1% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MKC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling