+2.0%
HAL vs MDB
+1,017.4%
-1,015.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | +2.9% | -17.4% | +20.4% | +4.6% |
| 30D | +17.0% | -2.0% | +19.1% | +16.9% |
| 3M | -9.7% | -3.0% | -6.6% | -9.9% |
| 6M | +8.6% | +48.7% | -40.1% | +3.3% |
| YTD | +33.0% | -12.1% | +45.1% | +32.2% |
| 1Y | +68.3% | +14.5% | +53.8% | +62.4% |
| 3Y | +0.1% | -6.1% | +6.3% | -5.6% |
| 5Y | +102.6% | -27.3% | +130.0% | +86.0% |
| All | +2.0% | +1,017.4% | -1,015.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling