+92.0%
HL vs MCO
+7,284.8%
-7,192.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -5.6% | -7.3% | +1.7% | -3.3% |
| 30D | +12.7% | -1.7% | +14.5% | +13.3% |
| 3M | +42.5% | +3.9% | +38.6% | +40.4% |
| 6M | -9.0% | +3.8% | -12.8% | -10.5% |
| YTD | +4.4% | -7.9% | +12.3% | +6.1% |
| 1Y | +82.7% | -6.8% | +89.5% | +84.3% |
| 3Y | +406.3% | +40.9% | +365.4% | +345.2% |
| 5Y | +238.2% | +27.5% | +210.7% | +204.2% |
| 10Y | +268.9% | +381.4% | -112.5% | +128.0% |
| All | +92.0% | +7,284.8% | -7,192.7% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling