+67.6%
HAL vs MKC
-23.2%
+90.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -1.3% | -4.3% | +3.0% | -1.5% |
| 30D | +10.9% | -3.1% | +14.0% | +10.8% |
| 3M | -5.8% | +6.8% | -12.7% | -5.7% |
| 6M | +8.1% | -18.3% | +26.5% | +8.2% |
| YTD | +33.2% | -23.1% | +56.3% | +31.8% |
| All | +67.6% | -23.2% | +90.8% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling