+59.1%
HL vs MSI
+4,035.2%
-3,976.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.1% |
| 30D | +25.1% | +6.8% | +18.2% | +23.3% |
| 3M | +22.9% | +14.3% | +8.6% | +19.5% |
| 6M | -4.9% | -1.6% | -3.3% | -5.2% |
| YTD | +7.8% | +22.8% | -15.0% | +3.1% |
| 1Y | +133.9% | -1.1% | +135.0% | +132.4% |
| 3Y | +380.9% | +70.5% | +310.4% | +334.1% |
| 5Y | +230.2% | +102.8% | +127.4% | +189.0% |
| 10Y | +265.6% | +597.4% | -331.8% | +161.6% |
| All | +59.1% | +4,035.2% | -3,976.1% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling