+646.9%
HLT vs MOS
-24.3%
+671.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | -3.3% | +9.5% | -12.8% | -5.6% |
| 30D | -4.1% | +10.4% | -14.5% | -6.7% |
| 3M | -7.9% | +12.9% | -20.8% | -11.4% |
| 6M | +2.2% | +1.2% | +0.9% | +0.1% |
| YTD | +8.5% | +9.3% | -0.8% | +3.8% |
| 1Y | +12.1% | -18.0% | +30.1% | +14.9% |
| 3Y | +107.6% | -29.0% | +136.6% | +113.9% |
| 5Y | +156.4% | -9.6% | +165.9% | +132.3% |
| 10Y | +566.3% | +6.1% | +560.2% | +387.7% |
| All | +646.9% | -24.3% | +671.2% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling