+135.5%
HL vs MAS
+219.2%
-83.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.3% | -6.0% | -6.7% |
| 7D | +8.2% | +3.6% | +4.6% | +6.8% |
| 30D | -16.3% | +23.8% | -40.1% | -23.9% |
| 3M | -18.6% | +14.4% | -33.0% | -23.3% |
| 6M | -23.2% | +19.7% | -42.9% | -29.6% |
| YTD | -25.5% | +36.0% | -61.4% | -35.9% |
| 1Y | -4.8% | +40.4% | -45.1% | -19.2% |
| 3Y | +281.4% | +58.9% | +222.5% | +194.6% |
| 5Y | +137.8% | +44.5% | +93.3% | +86.4% |
| 10Y | +135.5% | +214.8% | -79.3% | +25.8% |
| All | +135.5% | +219.2% | -83.7% | +25.8% |
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