+392.8%
HL vs MRSH
-4.9%
+397.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.3% |
| 7D | -4.4% | -4.8% | +0.4% | -5.8% |
| 30D | +9.3% | -6.3% | +15.6% | +7.0% |
| 3M | +32.0% | +5.8% | +26.2% | +34.6% |
| 6M | -6.4% | +2.8% | -9.2% | -4.4% |
| YTD | +3.1% | -3.1% | +6.3% | +4.8% |
| 1Y | +77.6% | -11.3% | +88.8% | +79.8% |
| 3Y | +392.8% | -5.0% | +397.8% | +410.4% |
| All | +392.8% | -4.9% | +397.7% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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