-16.8%
HAL vs MSI
+683.5%
-700.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.6% |
| 7D | -0.2% | +7.7% | -7.9% | -4.1% |
| 30D | +1.0% | +19.9% | -18.9% | -8.2% |
| 3M | -2.1% | +14.9% | -17.1% | -9.2% |
| 6M | -17.5% | +37.2% | -54.7% | -30.8% |
| YTD | +18.1% | +40.8% | -22.6% | -4.0% |
| 1Y | +19.7% | +38.1% | -18.4% | -1.7% |
| 3Y | -7.9% | +77.7% | -85.6% | -37.0% |
| 5Y | +53.1% | +129.0% | -76.0% | -13.0% |
| 10Y | -16.8% | +671.3% | -688.1% | -69.0% |
| All | -16.8% | +683.5% | -700.2% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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