+634.9%
HLT vs MCK
+512.4%
+122.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -5.0% | +0.4% | -5.4% | -5.2% |
| 3M | -10.4% | +12.1% | -22.5% | -13.3% |
| 6M | +3.2% | -5.4% | +8.7% | +4.2% |
| YTD | +6.7% | +7.8% | -1.0% | +3.5% |
| 1Y | +10.3% | +22.9% | -12.7% | +3.0% |
| 3Y | +99.3% | +110.7% | -11.4% | +56.8% |
| 5Y | +143.7% | +346.2% | -202.5% | +50.2% |
| 10Y | +584.7% | +440.1% | +144.6% | +284.4% |
| All | +634.9% | +512.4% | +122.5% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling