-20.8%
HAL vs MOS
+3.2%
-24.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.6% |
| 7D | -6.5% | +24.8% | -31.3% | -18.2% |
| 30D | -2.1% | +22.7% | -24.8% | -13.9% |
| 3M | -4.9% | -1.2% | -3.6% | -6.7% |
| 6M | -19.3% | +5.5% | -24.8% | -25.4% |
| YTD | +14.3% | -2.0% | +16.3% | +6.7% |
| 1Y | +17.3% | -7.9% | +25.2% | +13.0% |
| 3Y | -10.9% | -25.0% | +14.1% | -9.4% |
| 5Y | +47.4% | -27.7% | +75.1% | +41.3% |
| 10Y | -20.8% | -1.6% | -19.2% | -51.8% |
| All | -20.8% | +3.2% | -24.0% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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