+135.5%
HL vs MSCI
+789.3%
-653.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.6% | -8.9% | -7.8% |
| 7D | +8.2% | +2.7% | +5.5% | +7.3% |
| 30D | -16.3% | +16.2% | -32.5% | -20.5% |
| 3M | -18.6% | +17.1% | -35.6% | -23.0% |
| 6M | -23.2% | +13.0% | -36.2% | -27.2% |
| YTD | -25.5% | +15.8% | -41.3% | -30.7% |
| 1Y | -4.8% | +15.5% | -20.3% | -11.3% |
| 3Y | +281.4% | +32.3% | +249.1% | +227.2% |
| 5Y | +137.8% | +8.2% | +129.7% | +112.5% |
| 10Y | +135.5% | +800.7% | -665.2% | +16.6% |
| All | +135.5% | +789.3% | -653.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling