+608.7%
HAL vs MCO
+7,398.7%
-6,790.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -1.3% | -3.1% | +1.8% | 0.0% |
| 30D | +10.9% | -0.5% | +11.4% | +10.9% |
| 3M | -5.8% | +5.7% | -11.5% | -8.9% |
| 6M | +8.1% | +3.0% | +5.1% | +5.1% |
| YTD | +33.2% | -6.5% | +39.7% | +34.2% |
| 1Y | +74.2% | -5.8% | +79.9% | +74.0% |
| 3Y | -3.7% | +43.1% | -46.8% | -21.3% |
| 5Y | +111.9% | +29.5% | +82.4% | +76.0% |
| 10Y | +7.4% | +388.8% | -381.4% | -48.1% |
| All | +608.7% | +7,398.7% | -6,790.0% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling