+427.0%
MCK vs HAS
+61.8%
+365.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -2.9% | -1.1% | -1.8% | -2.8% |
| 30D | +0.4% | -2.8% | +3.2% | +0.9% |
| 3M | +12.1% | +10.1% | +2.0% | +10.3% |
| 6M | -5.4% | -1.4% | -4.1% | -5.6% |
| YTD | +7.8% | +14.2% | -6.4% | +4.9% |
| 1Y | +22.9% | +18.2% | +4.8% | +18.9% |
| 3Y | +110.7% | +48.6% | +62.1% | +92.7% |
| 5Y | +346.2% | +14.2% | +332.0% | +327.1% |
| All | +427.0% | +61.8% | +365.2% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling