+634.9%
HLT vs MRSH
+368.8%
+266.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.6% | -4.8% | +3.2% | +1.3% |
| 30D | -5.0% | -6.3% | +1.3% | -1.3% |
| 3M | -10.4% | +5.8% | -16.2% | -14.3% |
| 6M | +3.2% | +2.8% | +0.4% | -0.5% |
| YTD | +6.7% | -3.1% | +9.9% | +6.1% |
| 1Y | +10.3% | -11.3% | +21.5% | +15.7% |
| 3Y | +99.3% | -5.0% | +104.3% | +96.3% |
| 5Y | +143.7% | +19.2% | +124.5% | +102.1% |
| 10Y | +584.7% | +217.4% | +367.4% | +173.3% |
| All | +634.9% | +368.8% | +266.1% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling