+11.2%
HL vs MAS
+1,664.8%
-1,653.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.4% |
| 7D | 0.0% | +4.6% | -4.6% | -1.1% |
| 30D | -15.5% | +19.9% | -35.4% | -19.8% |
| 3M | -12.6% | +8.9% | -21.5% | -14.7% |
| 6M | -15.2% | +20.2% | -35.4% | -19.7% |
| YTD | -24.7% | +33.9% | -58.5% | -31.0% |
| 1Y | +19.4% | +34.7% | -15.2% | +9.1% |
| 3Y | +236.8% | +60.4% | +176.4% | +189.2% |
| 5Y | +146.5% | +43.5% | +103.1% | +115.4% |
| 10Y | +133.7% | +226.7% | -93.0% | +63.5% |
| All | +11.2% | +1,664.8% | -1,653.6% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling