+59.1%
HL vs MOS
+155.8%
-96.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +1.5% | +9.5% | -8.1% | -1.7% |
| 30D | +25.1% | +10.4% | +14.6% | +20.7% |
| 3M | +22.9% | +12.9% | +10.0% | +17.5% |
| 6M | -4.9% | +1.2% | -6.1% | -6.6% |
| YTD | +7.8% | +9.3% | -1.5% | +3.3% |
| 1Y | +133.9% | -18.0% | +151.9% | +145.8% |
| 3Y | +380.9% | -29.0% | +409.9% | +421.4% |
| 5Y | +230.2% | -9.6% | +239.8% | +217.8% |
| 10Y | +265.6% | +6.1% | +259.5% | +194.2% |
| All | +59.1% | +155.8% | -96.7% | +43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling