-6.4%
HAL vs MXL
+237.7%
-244.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +3.5% |
| 7D | +6.1% | +13.4% | -7.3% | +5.1% |
| 30D | +2.9% | -29.2% | +32.1% | +4.7% |
| 3M | +3.3% | -27.2% | +30.6% | +4.1% |
| 6M | -16.9% | -36.4% | +19.5% | -17.0% |
| YTD | +21.2% | +220.0% | -198.8% | -1.4% |
| 1Y | +27.5% | +304.8% | -277.2% | +0.3% |
| 3Y | -6.4% | +238.5% | -244.9% | -33.6% |
| All | -6.4% | +237.7% | -244.1% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling