+132.6%
HL vs MAS
+213.7%
-81.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | +8.9% | +2.0% | +7.0% | +8.2% |
| 30D | -10.1% | +19.4% | -29.5% | -17.0% |
| 3M | -7.0% | +9.4% | -16.5% | -10.9% |
| 6M | -18.8% | +15.3% | -34.1% | -24.3% |
| YTD | -23.1% | +31.3% | -54.5% | -32.9% |
| 1Y | +8.9% | +34.9% | -26.0% | -6.0% |
| 3Y | +255.0% | +58.6% | +196.4% | +174.2% |
| 5Y | +151.5% | +40.7% | +110.8% | +99.4% |
| All | +132.6% | +213.7% | -81.1% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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