+228.7%
HL vs MCO
+28.6%
+200.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -4.4% | -3.8% | -0.6% | -2.7% |
| 30D | +9.3% | -0.4% | +9.7% | +9.4% |
| 3M | +32.0% | +7.7% | +24.3% | +27.0% |
| 6M | -6.4% | +7.0% | -13.4% | -10.2% |
| YTD | +3.1% | -6.4% | +9.5% | +4.7% |
| 1Y | +77.6% | -7.6% | +85.2% | +80.7% |
| 3Y | +392.8% | +43.2% | +349.6% | +283.3% |
| All | +228.7% | +28.6% | +200.0% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling