-3.9%
MCD vs HL
+22.6%
-26.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +13.2% | -6.6% | +6.6% |
| 7D | +11.9% | +0.2% | +11.7% | +11.6% |
| 30D | +20.2% | -12.1% | +32.4% | +19.7% |
| 3M | +5.2% | -2.8% | +8.0% | +5.0% |
| 6M | 0.0% | -14.9% | +14.9% | -0.2% |
| YTD | -6.5% | -22.0% | +15.5% | -6.3% |
| 1Y | -3.9% | +25.0% | -28.9% | +1.5% |
| All | -3.9% | +22.6% | -26.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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