+94.1%
HAS vs MKC
+24.3%
+69.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +1.6% | -7.3% | +8.9% | +4.1% |
| 30D | +26.6% | +4.0% | +22.7% | +25.0% |
| 3M | +29.0% | -11.5% | +40.4% | +33.7% |
| 6M | +30.6% | +1.1% | +29.5% | +29.2% |
| YTD | +51.5% | -29.9% | +81.4% | +67.7% |
| 1Y | +58.5% | -27.0% | +85.5% | +72.9% |
| 3Y | +214.1% | -22.3% | +236.4% | +231.4% |
| 5Y | +50.2% | -36.0% | +86.2% | +66.6% |
| All | +94.1% | +24.3% | +69.7% | +85.6% |
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 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