+164.7%
HLT vs MAS
+39.9%
+124.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.7% | +3.0% | -2.3% | -0.5% |
| 30D | +13.7% | +22.4% | -8.7% | +4.9% |
| 3M | +16.3% | +14.5% | +1.9% | +10.0% |
| 6M | +19.9% | +27.1% | -7.2% | +7.3% |
| YTD | +30.1% | +35.8% | -5.7% | +12.1% |
| 1Y | +38.5% | +39.4% | -0.9% | +17.9% |
| 3Y | +131.0% | +60.3% | +70.8% | +77.1% |
| All | +164.7% | +39.9% | +124.8% | +116.4% |
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