+0.8%
HL vs MSI
+4,605.3%
-4,604.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -11.1% | +3.2% | -14.4% | -11.6% |
| 30D | -12.1% | +17.6% | -29.7% | -14.7% |
| 3M | -26.1% | +14.5% | -40.6% | -28.0% |
| 6M | -37.7% | +34.3% | -72.0% | -41.3% |
| YTD | -31.7% | +39.7% | -71.4% | -36.3% |
| 1Y | -11.6% | +40.2% | -51.8% | -17.6% |
| 3Y | +249.6% | +77.1% | +172.5% | +213.1% |
| 5Y | +108.5% | +124.0% | -15.5% | +79.1% |
| 10Y | +127.0% | +665.5% | -538.5% | +59.3% |
| All | +0.8% | +4,605.3% | -4,604.5% | -41.4% |
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