+48.6%
HAS vs MKC
-32.7%
+81.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.4% |
| 7D | -0.2% | +2.3% | -2.5% | -0.9% |
| 30D | +31.0% | +8.1% | +22.9% | +28.0% |
| 3M | +30.7% | -6.4% | +37.1% | +32.8% |
| 6M | +23.9% | +1.8% | +22.1% | +22.5% |
| YTD | +48.3% | -26.9% | +75.2% | +61.1% |
| 1Y | +60.2% | -21.7% | +81.9% | +69.8% |
| 3Y | +189.2% | -18.7% | +207.9% | +199.9% |
| All | +48.6% | -32.7% | +81.2% | +67.6% |
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 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