+595.7%
HAL vs MKC
+3,376.8%
-2,781.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +2.9% | -5.9% | +8.8% | +4.6% |
| 30D | +17.0% | -0.9% | +17.9% | +17.2% |
| 3M | -9.7% | +12.7% | -22.4% | -13.1% |
| 6M | +8.6% | -19.3% | +27.9% | +14.2% |
| YTD | +33.0% | -22.2% | +55.1% | +40.8% |
| 1Y | +68.3% | -23.3% | +91.7% | +78.3% |
| 3Y | +0.1% | -30.0% | +30.1% | +7.4% |
| 5Y | +102.6% | -33.8% | +136.4% | +117.9% |
| 10Y | +3.8% | +24.4% | -20.6% | -8.3% |
| All | +595.7% | +3,376.8% | -2,781.0% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling