+12.9%
HAS vs MKC
-33.7%
+46.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -1.8% | -5.9% | +4.1% | -0.1% |
| 30D | +2.3% | -0.9% | +3.1% | +2.4% |
| 3M | +10.4% | +12.7% | -2.4% | +6.1% |
| 6M | -3.2% | -19.3% | +16.1% | +2.7% |
| YTD | +15.4% | -22.2% | +37.6% | +23.4% |
| 1Y | +18.8% | -23.3% | +42.1% | +27.4% |
| 3Y | +43.9% | -30.0% | +73.9% | +57.4% |
| All | +12.9% | -33.7% | +46.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling