+88.5%
MA vs HAL
+58.8%
+29.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.9% |
| 7D | +1.3% | +6.1% | -4.8% | +0.5% |
| 30D | +9.6% | +2.9% | +6.7% | +9.0% |
| 3M | +16.8% | +3.3% | +13.4% | +15.9% |
| 6M | +35.2% | -16.9% | +52.1% | +38.3% |
| YTD | +16.6% | +21.2% | -4.6% | +11.4% |
| 1Y | +19.8% | +27.5% | -7.8% | +13.3% |
| 3Y | +70.7% | -6.4% | +77.1% | +67.1% |
| All | +88.5% | +58.8% | +29.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling