+238.2%
HL vs MSI
+100.4%
+137.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.4% |
| 7D | -5.6% | -1.8% | -3.8% | -4.9% |
| 30D | +12.7% | -0.6% | +13.4% | +12.8% |
| 3M | +42.5% | +13.0% | +29.5% | +32.7% |
| 6M | -9.0% | +0.5% | -9.5% | -10.5% |
| YTD | +4.4% | +21.7% | -17.3% | -8.4% |
| 1Y | +82.7% | -2.6% | +85.3% | +82.3% |
| 3Y | +406.3% | +69.7% | +336.6% | +264.4% |
| 5Y | +238.2% | +102.8% | +135.4% | +117.0% |
| All | +238.2% | +100.4% | +137.7% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling