+514.9%
HAL vs MKC
+3,031.2%
-2,516.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +2.6% | -7.3% | +9.9% | +4.7% |
| 30D | -0.1% | +4.0% | -4.1% | -1.5% |
| 3M | -1.1% | -11.5% | +10.3% | +1.7% |
| 6M | -20.7% | +1.1% | -21.8% | -21.8% |
| YTD | +17.5% | -29.9% | +47.4% | +27.5% |
| 1Y | +24.1% | -27.0% | +51.1% | +32.9% |
| 3Y | -8.4% | -22.3% | +13.9% | -4.8% |
| 5Y | +53.2% | -36.0% | +89.2% | +65.6% |
| 10Y | -17.2% | +24.2% | -41.4% | -27.2% |
| All | +514.9% | +3,031.2% | -2,516.4% | +167.7% |
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