+3.2%
HAL vs MXL
+284.4%
-281.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.2% | -2.3% |
| 7D | -3.3% | +16.6% | -19.9% | -6.1% |
| 30D | +7.2% | +0.5% | +6.7% | +6.3% |
| 3M | -8.8% | -3.6% | -5.2% | -13.1% |
| 6M | +3.0% | +328.0% | -325.0% | -36.9% |
| YTD | +29.4% | +297.8% | -268.4% | -20.1% |
| 1Y | +62.8% | +339.4% | -276.6% | -3.6% |
| 3Y | -6.4% | +201.7% | -208.2% | -47.6% |
| 5Y | +103.6% | +32.8% | +70.9% | +33.0% |
| All | +3.2% | +284.4% | -281.1% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling