+39.7%
HAL vs MSI
+118.7%
-79.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -12.0% | +4.7% | -16.6% | -13.2% |
| 30D | +0.3% | +14.8% | -14.5% | -3.9% |
| 3M | -1.6% | +8.8% | -10.4% | -4.3% |
| 6M | -20.5% | +19.3% | -39.8% | -25.4% |
| YTD | +14.2% | +35.3% | -21.1% | +1.6% |
| 1Y | +18.9% | +33.8% | -14.9% | +6.2% |
| 3Y | -13.7% | +74.4% | -88.2% | -32.7% |
| All | +39.7% | +118.7% | -79.0% | -4.9% |
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