+595.7%
HAL vs MSI
+4,035.2%
-3,439.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.9% | -3.7% | +6.6% | +3.9% |
| 30D | +17.0% | +6.8% | +10.2% | +14.8% |
| 3M | -9.7% | +14.3% | -24.0% | -13.1% |
| 6M | +8.6% | -1.6% | +10.2% | +8.2% |
| YTD | +33.0% | +22.8% | +10.2% | +24.7% |
| 1Y | +68.3% | -1.1% | +69.4% | +66.9% |
| 3Y | +0.1% | +70.5% | -70.4% | -14.8% |
| 5Y | +102.6% | +102.8% | -0.2% | +63.5% |
| 10Y | +3.8% | +597.4% | -593.6% | -37.3% |
| All | +595.7% | +4,035.2% | -3,439.4% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling