+3.2%
HAL vs MCO
+385.7%
-382.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.0% |
| 7D | -3.3% | -7.3% | +4.1% | +0.9% |
| 30D | +7.2% | -1.7% | +8.9% | +7.9% |
| 3M | -8.8% | +3.9% | -12.7% | -11.9% |
| 6M | +3.0% | +3.8% | -0.8% | -1.3% |
| YTD | +29.4% | -7.9% | +37.3% | +31.7% |
| 1Y | +62.8% | -6.8% | +69.7% | +63.4% |
| 3Y | -6.4% | +40.9% | -47.4% | -30.0% |
| 5Y | +103.6% | +27.5% | +76.1% | +56.6% |
| All | +3.2% | +385.7% | -382.5% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling