+409.8%
HL vs MSI
+69.2%
+340.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +7.1% | -5.8% | +12.8% | +9.1% |
| 30D | +21.4% | -1.0% | +22.4% | +21.6% |
| 3M | +37.4% | +14.2% | +23.3% | +29.3% |
| 6M | +0.4% | +1.0% | -0.6% | -0.6% |
| YTD | +6.7% | +21.5% | -14.8% | -4.6% |
| 1Y | +102.4% | -2.1% | +104.5% | +105.1% |
| All | +409.8% | +69.2% | +340.6% | +299.7% |
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