+554.8%
MA vs HAL
-18.5%
+573.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.3% | -7.9% | +7.5% | +1.5% |
| 30D | +11.3% | -2.1% | +13.4% | +11.6% |
| 3M | +16.7% | +0.4% | +16.2% | +16.0% |
| 6M | +32.8% | -19.2% | +52.0% | +38.3% |
| YTD | +15.6% | +14.4% | +1.2% | +9.9% |
| 1Y | +19.6% | +18.0% | +1.6% | +12.7% |
| 3Y | +72.1% | -9.7% | +81.8% | +68.4% |
| 5Y | +96.0% | +40.1% | +55.9% | +62.2% |
| 10Y | +554.8% | -19.1% | +573.9% | +376.0% |
| All | +554.8% | -18.5% | +573.3% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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