+111.9%
HAL vs MKC
-34.7%
+146.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | +10.9% | -3.1% | +14.0% | +11.3% |
| 3M | -5.8% | +6.8% | -12.7% | -7.1% |
| 6M | +8.1% | -18.3% | +26.5% | +11.6% |
| YTD | +33.2% | -23.1% | +56.3% | +38.7% |
| 1Y | +74.2% | -23.7% | +97.8% | +81.3% |
| 3Y | -3.7% | -31.0% | +27.3% | +2.6% |
| 5Y | +111.9% | -33.5% | +145.4% | +141.2% |
| All | +111.9% | -34.7% | +146.6% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling