+101.9%
HAS vs MKC
+25.4%
+76.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +2.2% | -1.9% | +4.1% | +2.8% |
| 30D | +29.6% | +8.0% | +21.6% | +26.3% |
| 3M | +30.3% | -8.6% | +38.9% | +33.6% |
| 6M | +25.6% | +1.1% | +24.6% | +24.3% |
| YTD | +50.8% | -27.7% | +78.5% | +65.3% |
| 1Y | +63.0% | -23.7% | +86.7% | +75.2% |
| 3Y | +211.6% | -19.4% | +231.0% | +224.8% |
| 5Y | +50.4% | -33.3% | +83.7% | +64.6% |
| 10Y | +101.9% | +24.0% | +77.9% | +94.9% |
| All | +101.9% | +25.4% | +76.5% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling