+575.2%
HLT vs MRSH
+218.8%
+356.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | -4.8% | +3.2% | +1.1% |
| 30D | -5.0% | -6.3% | +1.3% | -1.5% |
| 3M | -10.4% | +5.8% | -16.2% | -14.1% |
| 6M | +3.2% | +2.8% | +0.4% | -0.3% |
| YTD | +6.7% | -3.1% | +9.9% | +6.2% |
| 1Y | +10.3% | -11.3% | +21.5% | +15.6% |
| 3Y | +99.3% | -5.0% | +104.3% | +96.6% |
| 5Y | +143.7% | +19.2% | +124.5% | +103.6% |
| All | +575.2% | +218.8% | +356.4% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling