-18.4%
HAL vs MAS
+219.8%
-238.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.2% | -1.8% |
| 7D | -11.1% | +4.6% | -15.6% | -13.1% |
| 30D | -2.4% | +19.9% | -22.3% | -10.6% |
| 3M | +0.8% | +8.9% | -8.1% | -4.0% |
| 6M | -22.8% | +20.2% | -43.0% | -31.2% |
| YTD | +14.5% | +33.9% | -19.4% | -5.4% |
| 1Y | +20.2% | +34.7% | -14.5% | -1.3% |
| 3Y | -15.2% | +60.4% | -75.6% | -38.6% |
| 5Y | +42.5% | +43.5% | -0.9% | +5.6% |
| All | -18.4% | +219.8% | -238.2% | -59.1% |
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