+40.0%
HLT vs MCK
+27.9%
+12.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | +3.6% | +9.3% | -5.7% | +2.7% |
| 30D | +14.6% | +16.3% | -1.7% | +13.3% |
| 3M | +13.9% | +22.3% | -8.4% | +12.4% |
| 6M | +18.3% | +34.1% | -15.8% | +15.9% |
| YTD | +28.9% | +31.1% | -2.2% | +26.1% |
| 1Y | +40.0% | +27.5% | +12.6% | +38.1% |
| All | +40.0% | +27.9% | +12.2% | +38.1% |
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