+104.7%
HL vs MSCI
+2,756.4%
-2,651.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +25.1% | +0.6% | +24.5% | +24.5% |
| 3M | +22.9% | -7.1% | +30.0% | +25.3% |
| 6M | -4.9% | +0.8% | -5.7% | -7.1% |
| YTD | +7.8% | +1.0% | +6.8% | +4.5% |
| 1Y | +133.9% | +4.3% | +129.6% | +122.8% |
| 3Y | +380.9% | +9.9% | +371.0% | +331.9% |
| 5Y | +230.2% | -6.8% | +237.0% | +208.5% |
| 10Y | +265.6% | +614.7% | -349.1% | +19.5% |
| All | +104.7% | +2,756.4% | -2,651.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling