+713.2%
HL vs MKSI
+2,222.5%
-1,509.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -4.4% | +2.7% | -7.0% | -4.9% |
| 30D | +9.3% | -12.8% | +22.1% | +12.3% |
| 3M | +32.0% | -22.5% | +54.5% | +37.9% |
| 6M | -6.4% | +19.4% | -25.8% | -10.5% |
| YTD | +3.1% | +67.7% | -64.6% | -7.9% |
| 1Y | +77.6% | +131.4% | -53.8% | +48.5% |
| 3Y | +392.8% | +197.3% | +195.5% | +281.4% |
| 5Y | +234.1% | +87.0% | +147.1% | +174.6% |
| 10Y | +264.5% | +522.1% | -257.6% | +143.9% |
| All | +713.2% | +2,222.5% | -1,509.4% | +461.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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