+534.0%
HAL vs MKC
+3,068.3%
-2,534.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.8% |
| 7D | +6.1% | -3.0% | +9.1% | +7.0% |
| 30D | +2.9% | +4.8% | -1.9% | +1.3% |
| 3M | +3.3% | -12.8% | +16.2% | +6.8% |
| 6M | -16.9% | +5.0% | -21.9% | -18.9% |
| YTD | +21.2% | -29.1% | +50.2% | +31.0% |
| 1Y | +27.5% | -26.4% | +53.9% | +36.3% |
| 3Y | -6.4% | -21.6% | +15.2% | -3.0% |
| 5Y | +58.0% | -35.2% | +93.3% | +70.2% |
| 10Y | -14.6% | +25.6% | -40.3% | -25.1% |
| All | +534.0% | +3,068.3% | -2,534.3% | +175.2% |
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 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