+72.1%
MA vs HAL
-16.0%
+88.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +2.3% | -12.0% | +14.3% | +3.3% |
| 30D | +14.7% | +0.3% | +14.4% | +14.5% |
| 3M | +13.5% | -1.6% | +15.1% | +13.4% |
| 6M | +33.1% | -20.5% | +53.6% | +35.6% |
| YTD | +15.1% | +14.2% | +0.8% | +11.3% |
| 1Y | +18.7% | +18.9% | -0.1% | +14.0% |
| 3Y | +72.1% | -13.7% | +85.8% | +67.3% |
| All | +72.1% | -16.0% | +88.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling