+590.7%
HAL vs MRSH
+3,332.0%
-2,741.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.6% |
| 7D | +0.5% | -3.8% | +4.2% | +2.3% |
| 30D | +15.9% | -5.8% | +21.7% | +19.0% |
| 3M | -8.7% | +11.7% | -20.4% | -14.0% |
| 6M | +9.0% | -0.3% | +9.4% | +7.5% |
| YTD | +32.0% | -1.1% | +33.2% | +30.2% |
| 1Y | +72.5% | -9.5% | +81.9% | +76.5% |
| 3Y | -4.5% | -2.6% | -2.0% | -7.0% |
| 5Y | +109.7% | +22.7% | +86.9% | +80.8% |
| 10Y | +1.2% | +214.6% | -213.4% | -40.4% |
| All | +590.7% | +3,332.0% | -2,741.3% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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