+256.9%
HL vs MKC
+29.9%
+227.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | +9.3% | -3.1% | +12.4% | +10.1% |
| 3M | +32.0% | +5.2% | +26.8% | +29.3% |
| 6M | -6.4% | -12.8% | +6.4% | -3.2% |
| YTD | +3.1% | -23.3% | +26.4% | +10.7% |
| 1Y | +77.6% | -24.1% | +101.7% | +90.5% |
| 3Y | +392.8% | -32.1% | +424.9% | +440.0% |
| 5Y | +234.1% | -32.8% | +266.9% | +264.5% |
| All | +256.9% | +29.9% | +227.0% | +226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling