-17.4%
HAL vs MSI
+663.2%
-680.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | -0.1% | +18.1% | -18.2% | -8.5% |
| 3M | -1.1% | +13.2% | -14.3% | -7.6% |
| 6M | -20.7% | +36.3% | -57.0% | -33.3% |
| YTD | +17.5% | +39.5% | -22.0% | -4.0% |
| 1Y | +24.1% | +36.9% | -12.8% | +2.4% |
| 3Y | -8.4% | +76.1% | -84.5% | -37.0% |
| 5Y | +53.2% | +123.7% | -70.5% | -11.6% |
| All | -17.4% | +663.2% | -680.6% | -69.1% |
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