+242.9%
HL vs MAS
+137.9%
+105.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.3% |
| 7D | +1.5% | -0.8% | +2.2% | +1.8% |
| 30D | +25.1% | -5.6% | +30.6% | +28.2% |
| 3M | +22.9% | +4.4% | +18.5% | +20.0% |
| 6M | -4.9% | +7.2% | -12.1% | -8.4% |
| YTD | +7.8% | +16.1% | -8.3% | -0.3% |
| 1Y | +133.9% | +0.1% | +133.8% | +129.4% |
| 3Y | +380.9% | +28.3% | +352.6% | +310.1% |
| 5Y | +230.2% | +30.5% | +199.7% | +170.9% |
| All | +242.9% | +137.9% | +105.0% | +121.7% |
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