+147.5%
HLT vs MOS
-4.4%
+152.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -1.5% | +1.7% | -3.1% | -1.8% |
| 30D | -1.2% | +11.7% | -12.9% | -3.3% |
| 3M | -10.3% | +23.2% | -33.5% | -14.0% |
| 6M | +1.3% | -1.6% | +2.9% | +0.5% |
| YTD | +7.0% | +10.8% | -3.8% | +3.5% |
| 1Y | +11.9% | -16.2% | +28.1% | +13.6% |
| 3Y | +100.7% | -24.2% | +124.9% | +103.3% |
| 5Y | +147.5% | -6.6% | +154.2% | +100.3% |
| All | +147.5% | -4.4% | +152.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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