+138.4%
HLT vs MKC
-33.0%
+171.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.6% | -1.5% | -0.1% | -1.4% |
| 30D | -5.0% | -3.1% | -1.9% | -4.6% |
| 3M | -10.4% | +5.2% | -15.6% | -11.3% |
| 6M | +3.2% | -12.8% | +16.1% | +5.5% |
| YTD | +6.7% | -23.3% | +30.0% | +11.4% |
| 1Y | +10.3% | -24.1% | +34.4% | +15.2% |
| 3Y | +99.3% | -32.1% | +131.4% | +110.3% |
| All | +138.4% | -33.0% | +171.4% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling