+15,614.6%
MA vs HAL
+23.5%
+15,591.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -12.0% | +14.3% | +6.1% |
| 30D | +14.7% | +0.3% | +14.4% | +14.3% |
| 3M | +13.5% | -1.6% | +15.1% | +13.4% |
| 6M | +33.1% | -20.5% | +53.6% | +40.7% |
| YTD | +15.1% | +14.2% | +0.8% | +8.0% |
| 1Y | +18.7% | +18.9% | -0.1% | +9.9% |
| 3Y | +72.1% | -13.7% | +85.8% | +69.3% |
| 5Y | +92.8% | +42.2% | +50.6% | +51.6% |
| 10Y | +571.6% | -16.7% | +588.4% | +423.6% |
| All | +15,614.6% | +23.5% | +15,591.1% | +7,832.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling