+2.9%
HAL vs MAS
+137.9%
-135.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.4% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +17.0% | -5.6% | +22.6% | +19.7% |
| 3M | -9.7% | +4.4% | -14.1% | -13.3% |
| 6M | +8.6% | +7.2% | +1.4% | +1.5% |
| YTD | +33.0% | +16.1% | +16.9% | +18.2% |
| 1Y | +68.3% | +0.1% | +68.2% | +60.8% |
| 3Y | +0.1% | +28.3% | -28.2% | -18.8% |
| 5Y | +102.6% | +30.5% | +72.2% | +56.1% |
| All | +2.9% | +137.9% | -135.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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