-12.3%
HAL vs MDB
+892.0%
-904.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.3% |
| 7D | -7.9% | -0.9% | -7.0% | -7.8% |
| 30D | -2.1% | -15.2% | +13.1% | -0.7% |
| 3M | +0.4% | -17.9% | +18.3% | +1.5% |
| 6M | -19.2% | +9.3% | -28.6% | -21.1% |
| YTD | +14.4% | -22.0% | +36.4% | +14.4% |
| 1Y | +18.0% | -9.3% | +27.3% | +15.9% |
| 3Y | -9.7% | -10.4% | +0.7% | -14.7% |
| 5Y | +40.1% | -43.2% | +83.4% | +32.0% |
| All | -12.3% | +892.0% | -904.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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