+189.2%
HAS vs MKC
-18.6%
+207.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.3% |
| 7D | -0.2% | +2.3% | -2.5% | -0.8% |
| 30D | +31.0% | +8.1% | +22.9% | +28.4% |
| 3M | +30.7% | -6.4% | +37.1% | +32.4% |
| 6M | +23.9% | +1.8% | +22.1% | +22.7% |
| YTD | +48.3% | -26.9% | +75.2% | +59.5% |
| 1Y | +60.2% | -21.7% | +81.9% | +68.3% |
| 3Y | +189.2% | -18.7% | +207.9% | +193.9% |
| All | +189.2% | -18.6% | +207.8% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling