+569.6%
MA vs HL
+129.4%
+440.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.8% | -5.6% | +3.8% | -1.4% |
| 30D | +11.0% | -16.2% | +27.2% | +12.4% |
| 3M | +17.9% | -20.5% | +38.3% | +19.4% |
| 6M | +33.2% | -31.7% | +64.8% | +35.9% |
| YTD | +16.5% | -26.4% | +42.9% | +16.8% |
| 1Y | +19.1% | -4.3% | +23.4% | +16.4% |
| 3Y | +70.6% | +276.9% | -206.3% | +40.9% |
| 5Y | +92.1% | +124.1% | -31.9% | +62.7% |
| 10Y | +569.6% | +144.6% | +424.9% | +414.0% |
| All | +569.6% | +129.4% | +440.2% | +414.0% |
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