+519.4%
HAL vs MAS
+1,727.7%
-1,208.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.6% | -8.8% | -5.1% |
| 7D | -7.7% | +14.2% | -21.9% | -12.2% |
| 30D | +0.7% | +26.8% | -26.1% | -7.9% |
| 3M | +2.5% | +13.1% | -10.7% | -2.8% |
| 6M | -20.7% | +27.9% | -48.6% | -29.0% |
| YTD | +18.4% | +38.7% | -20.3% | +1.7% |
| 1Y | +25.6% | +40.4% | -14.8% | +7.2% |
| 3Y | -12.3% | +66.1% | -78.4% | -30.5% |
| 5Y | +48.4% | +47.4% | +1.0% | +19.5% |
| 10Y | -13.7% | +238.3% | -252.0% | -47.7% |
| All | +519.4% | +1,727.7% | -1,208.3% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling