+25.0%
HL vs MCK
+31.3%
-6.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +7.0% | +6.2% | +14.2% |
| 7D | +0.2% | +11.3% | -11.1% | +2.2% |
| 30D | -12.1% | +16.8% | -28.9% | -9.4% |
| 3M | -2.8% | +28.9% | -31.8% | +3.0% |
| 6M | -14.9% | +32.7% | -47.6% | -7.2% |
| YTD | -22.0% | +30.8% | -52.8% | -9.3% |
| 1Y | +25.0% | +27.6% | -2.6% | +47.0% |
| All | +25.0% | +31.3% | -6.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling