+256.3%
HL vs MOS
-28.7%
+285.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -3.2% |
| 7D | -7.6% | -2.6% | -5.1% | -6.4% |
| 30D | -17.5% | +13.5% | -30.9% | -22.6% |
| 3M | -26.2% | -2.9% | -23.3% | -25.6% |
| 6M | -35.1% | -1.0% | -34.1% | -35.5% |
| YTD | -30.4% | -7.2% | -23.2% | -29.6% |
| 1Y | -14.0% | -11.4% | -2.6% | -11.4% |
| All | +256.3% | -28.7% | +285.0% | +306.8% |
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