+255.0%
HL vs MOS
-26.6%
+281.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +8.9% | +21.6% | -12.6% | -0.9% |
| 30D | -10.1% | +12.0% | -22.0% | -15.3% |
| 3M | -7.0% | -3.9% | -3.2% | -6.1% |
| 6M | -18.8% | -3.3% | -15.4% | -18.6% |
| YTD | -23.1% | -4.6% | -18.5% | -23.3% |
| 1Y | +8.9% | -7.0% | +15.9% | +9.6% |
| 3Y | +255.0% | -24.4% | +279.4% | +284.5% |
| All | +255.0% | -26.6% | +281.6% | +284.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling