+68.3%
HAL vs MXL
+316.6%
-248.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.7% |
| 7D | +2.9% | +1.6% | +1.3% | +2.9% |
| 30D | +17.0% | -7.0% | +24.0% | +17.1% |
| 3M | -9.7% | -33.4% | +23.8% | -9.3% |
| 6M | +8.6% | +260.2% | -251.5% | +1.8% |
| YTD | +33.0% | +260.0% | -227.0% | +23.9% |
| 1Y | +68.3% | +303.5% | -235.2% | +57.3% |
| All | +68.3% | +316.6% | -248.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling