+47.4%
HAL vs MXL
+210.8%
-163.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.5% | +4.1% |
| 7D | +6.1% | +13.4% | -7.3% | +3.4% |
| 30D | +2.9% | -29.2% | +32.1% | +7.7% |
| 3M | +3.3% | -27.2% | +30.6% | +5.4% |
| 6M | -16.9% | -36.4% | +19.5% | -17.3% |
| YTD | +21.2% | +220.0% | -198.8% | -22.1% |
| 1Y | +27.5% | +304.8% | -277.2% | -22.7% |
| 3Y | -6.4% | +238.5% | -244.9% | -48.6% |
| 5Y | +58.0% | -18.8% | +76.8% | +16.1% |
| 10Y | -14.6% | +163.1% | -177.7% | -59.7% |
| All | +47.4% | +210.8% | -163.4% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling