+25.6%
HAL vs MCO
+9.9%
+15.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.9% | -8.0% | -2.8% |
| 7D | -7.7% | +10.7% | -18.4% | -7.2% |
| 30D | +0.7% | +17.9% | -17.2% | +1.3% |
| 3M | +2.5% | +9.5% | -7.0% | +2.8% |
| 6M | -20.7% | +18.1% | -38.7% | -20.4% |
| YTD | +18.4% | +4.1% | +14.3% | +18.0% |
| 1Y | +25.6% | +9.3% | +16.3% | +24.0% |
| All | +25.6% | +9.9% | +15.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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