-2.1%
MA vs HAL
+70.0%
-72.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -1.8% | +0.5% | -2.2% | -1.7% |
| 30D | +1.4% | +15.9% | -14.5% | +2.4% |
| 3M | +17.7% | -8.7% | +26.5% | +17.4% |
| 6M | +9.7% | +9.0% | +0.6% | +9.9% |
| YTD | +0.5% | +32.0% | -31.5% | +0.5% |
| 1Y | -2.1% | +72.5% | -74.5% | -1.0% |
| All | -2.1% | +70.0% | -72.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling