-4.5%
HAL vs MKC
-29.9%
+25.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +0.5% | -4.3% | +4.8% | +0.9% |
| 30D | +15.9% | -2.0% | +17.9% | +16.1% |
| 3M | -8.7% | +10.0% | -18.7% | -9.8% |
| 6M | +9.0% | -18.5% | +27.6% | +11.8% |
| YTD | +32.0% | -22.4% | +54.4% | +36.0% |
| 1Y | +72.5% | -23.6% | +96.1% | +78.1% |
| 3Y | -4.5% | -30.4% | +25.9% | -3.9% |
| All | -4.5% | -29.9% | +25.3% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling