+57.4%
HL vs MKC
+3,364.7%
-3,307.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +7.1% | -4.3% | +11.4% | +7.9% |
| 30D | +21.4% | -2.0% | +23.4% | +21.8% |
| 3M | +37.4% | +10.0% | +27.4% | +34.6% |
| 6M | +0.4% | -18.5% | +18.9% | +3.6% |
| YTD | +6.7% | -22.4% | +29.1% | +10.8% |
| 1Y | +102.4% | -23.6% | +126.0% | +110.3% |
| 3Y | +417.4% | -30.4% | +447.9% | +443.4% |
| 5Y | +243.3% | -34.2% | +277.5% | +263.5% |
| 10Y | +242.6% | +26.8% | +215.7% | +224.8% |
| All | +57.4% | +3,364.7% | -3,307.3% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling