+53.1%
HAL vs MKC
-35.7%
+88.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.3% |
| 7D | -0.2% | -7.0% | +6.8% | +0.7% |
| 30D | +1.0% | +4.1% | -3.1% | +0.2% |
| 3M | -2.1% | -10.3% | +8.2% | -0.8% |
| 6M | -17.5% | +1.7% | -19.2% | -18.3% |
| YTD | +18.1% | -29.1% | +47.2% | +24.4% |
| 1Y | +19.7% | -26.0% | +45.7% | +24.9% |
| 3Y | -7.9% | -21.5% | +13.5% | -5.4% |
| 5Y | +53.1% | -35.0% | +88.1% | +61.5% |
| All | +53.1% | -35.7% | +88.8% | +61.5% |
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