+276.9%
HL vs MSI
+77.7%
+199.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -5.6% | +7.7% | -13.2% | -7.6% |
| 30D | -16.2% | +19.9% | -36.1% | -20.7% |
| 3M | -20.5% | +14.9% | -35.4% | -24.0% |
| 6M | -31.7% | +37.2% | -68.9% | -39.5% |
| YTD | -26.4% | +40.8% | -67.2% | -37.2% |
| 1Y | -4.3% | +38.1% | -42.4% | -17.4% |
| All | +276.9% | +77.7% | +199.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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