+148.5%
HLT vs MAS
+39.2%
+109.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +3.8% | +2.0% | +1.8% | +3.0% |
| 30D | +15.6% | +19.4% | -3.8% | +7.7% |
| 3M | +15.1% | +9.4% | +5.7% | +10.8% |
| 6M | +15.3% | +15.3% | 0.0% | +7.5% |
| YTD | +29.1% | +31.3% | -2.2% | +12.9% |
| 1Y | +39.9% | +34.9% | +5.1% | +20.9% |
| 3Y | +138.7% | +58.6% | +80.1% | +83.9% |
| All | +148.5% | +39.2% | +109.3% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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