+3.2%
HAL vs MKC
+29.3%
-26.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.7% |
| 7D | -3.3% | -2.8% | -0.5% | -2.6% |
| 30D | +7.2% | -3.4% | +10.6% | +8.0% |
| 3M | -8.8% | +3.8% | -12.6% | -10.1% |
| 6M | +3.0% | -17.9% | +20.9% | +7.8% |
| YTD | +29.4% | -23.6% | +53.0% | +37.7% |
| 1Y | +62.8% | -23.1% | +85.9% | +72.4% |
| 3Y | -6.4% | -31.5% | +25.1% | +1.5% |
| 5Y | +103.6% | -33.1% | +136.7% | +118.1% |
| All | +3.2% | +29.3% | -26.1% | +2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling