+18.8%
HAS vs MKC
-23.4%
+42.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | -1.8% | -5.9% | +4.1% | -1.1% |
| 30D | +2.3% | -0.9% | +3.1% | +2.3% |
| 3M | +10.4% | +12.7% | -2.4% | +8.8% |
| 6M | -3.2% | -19.3% | +16.1% | -1.7% |
| YTD | +15.4% | -22.2% | +37.6% | +17.5% |
| 1Y | +18.8% | -23.3% | +42.1% | +22.3% |
| All | +18.8% | -23.4% | +42.2% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling