+2.7%
HL vs MOS
-8.6%
+11.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.8% | +2.7% | +3.6% |
| 7D | +13.8% | +19.7% | -5.8% | +4.0% |
| 30D | -9.7% | +21.5% | -31.2% | -18.2% |
| 3M | -8.5% | -0.4% | -8.1% | -9.3% |
| 6M | -17.2% | +4.5% | -21.7% | -20.1% |
| YTD | -19.6% | -2.9% | -16.7% | -18.6% |
| All | +2.7% | -8.6% | +11.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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