+25.0%
HL vs MCO
+9.9%
+15.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.9% | +8.3% | +11.9% |
| 7D | +0.2% | +10.7% | -10.5% | -2.1% |
| 30D | -12.1% | +17.9% | -30.0% | -15.4% |
| 3M | -2.8% | +9.5% | -12.3% | -4.9% |
| 6M | -14.9% | +18.1% | -33.0% | -18.3% |
| YTD | -22.0% | +4.1% | -26.2% | -25.6% |
| 1Y | +25.0% | +9.3% | +15.7% | +15.7% |
| All | +25.0% | +9.9% | +15.1% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling