+105.3%
HAL vs MSI
+103.4%
+1.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +2.9% | -3.7% | +6.6% | +4.0% |
| 30D | +17.0% | +6.8% | +10.2% | +14.5% |
| 3M | -9.7% | +14.3% | -24.0% | -13.5% |
| 6M | +8.6% | -1.6% | +10.2% | +8.7% |
| YTD | +33.0% | +22.8% | +10.2% | +22.5% |
| 1Y | +68.3% | -1.1% | +69.4% | +67.5% |
| 3Y | +0.1% | +70.5% | -70.4% | -20.9% |
| All | +105.3% | +103.4% | +1.9% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling