+60.6%
HAL vs MXL
+270.5%
-209.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.8% |
| 7D | +0.5% | +15.5% | -15.0% | -2.3% |
| 30D | +15.9% | -11.3% | +27.2% | +17.5% |
| 3M | -8.7% | -16.1% | +7.4% | -10.4% |
| 6M | +9.0% | +323.0% | -314.0% | -30.9% |
| YTD | +32.0% | +281.5% | -249.5% | -15.1% |
| 1Y | +72.5% | +319.3% | -246.8% | +6.9% |
| 3Y | -4.5% | +189.4% | -193.9% | -43.4% |
| 5Y | +109.7% | +26.0% | +83.7% | +42.2% |
| 10Y | +1.2% | +243.5% | -242.3% | -53.1% |
| All | +60.6% | +270.5% | -209.9% | -36.4% |
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