+636.8%
HLT vs MSI
+775.5%
-138.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -1.5% | -4.0% | +2.5% | +0.3% |
| 30D | -1.2% | -0.5% | -0.8% | -1.1% |
| 3M | -10.3% | +11.4% | -21.7% | -14.9% |
| 6M | +1.3% | +1.0% | +0.3% | -0.2% |
| YTD | +7.0% | +20.7% | -13.6% | -3.1% |
| 1Y | +11.9% | -2.7% | +14.6% | +11.4% |
| 3Y | +100.7% | +68.2% | +32.5% | +52.6% |
| 5Y | +147.5% | +100.0% | +47.6% | +71.2% |
| 10Y | +586.5% | +596.9% | -10.4% | +169.9% |
| All | +636.8% | +775.5% | -138.6% | +156.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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