+256.9%
HL vs MCK
+442.8%
-185.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -2.9% | -1.4% | -3.8% |
| 30D | +9.3% | +0.4% | +8.9% | +9.2% |
| 3M | +32.0% | +12.1% | +19.9% | +28.4% |
| 6M | -6.4% | -5.4% | -1.0% | -5.7% |
| YTD | +3.1% | +7.8% | -4.6% | +0.5% |
| 1Y | +77.6% | +22.9% | +54.6% | +66.7% |
| 3Y | +392.8% | +110.7% | +282.1% | +281.9% |
| 5Y | +234.1% | +346.2% | -112.1% | +98.4% |
| All | +256.9% | +442.8% | -185.9% | +104.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling