+55.7%
HAS vs MKC
+26.1%
+29.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -3.1% | -4.3% | +1.2% | -1.7% |
| 30D | -2.7% | -2.0% | -0.7% | -2.2% |
| 3M | +8.9% | +10.0% | -1.1% | +5.2% |
| 6M | -2.9% | -18.5% | +15.6% | +3.0% |
| YTD | +12.6% | -22.4% | +35.1% | +20.9% |
| 1Y | +17.5% | -23.6% | +41.1% | +26.5% |
| 3Y | +46.2% | -30.4% | +76.6% | +60.8% |
| 5Y | +12.6% | -34.2% | +46.8% | +24.2% |
| 10Y | +55.7% | +26.8% | +28.9% | +46.4% |
| All | +55.7% | +26.1% | +29.6% | +46.4% |
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