+513.2%
MA vs HL
+254.2%
+259.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | +0.8% | +18.8% | -18.1% | -0.8% |
| 3M | +14.8% | +43.7% | -28.9% | +10.9% |
| 6M | +10.0% | -1.0% | +11.0% | +9.1% |
| YTD | -0.1% | +8.7% | -8.8% | -2.6% |
| 1Y | -2.2% | +105.0% | -107.2% | -10.7% |
| 3Y | +39.3% | +427.3% | -388.0% | +12.3% |
| 5Y | +66.3% | +249.3% | -183.0% | +36.1% |
| 10Y | +513.2% | +284.2% | +229.1% | +357.6% |
| All | +513.2% | +254.2% | +259.0% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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