-18.6%
HAL vs MOS
+8.6%
-27.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -12.0% | +21.6% | -33.6% | -22.0% |
| 30D | +0.3% | +12.0% | -11.7% | -7.4% |
| 3M | -1.6% | -3.9% | +2.3% | -2.0% |
| 6M | -20.5% | -3.3% | -17.2% | -22.8% |
| YTD | +14.2% | -4.6% | +18.9% | +8.3% |
| 1Y | +18.9% | -7.0% | +25.8% | +13.6% |
| 3Y | -13.7% | -24.4% | +10.7% | -12.9% |
| 5Y | +42.2% | -32.1% | +74.3% | +41.6% |
| All | -18.6% | +8.6% | -27.2% | -52.5% |
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