+19.8%
MA vs HL
-15.4%
+35.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.3% |
| 7D | +1.3% | -11.1% | +12.4% | +1.3% |
| 30D | +9.6% | -12.1% | +21.7% | +9.5% |
| 3M | +16.8% | -26.1% | +42.9% | +16.5% |
| 6M | +35.2% | -37.7% | +72.9% | +35.4% |
| YTD | +16.6% | -31.7% | +48.3% | +12.6% |
| 1Y | +19.8% | -11.6% | +31.4% | +10.4% |
| All | +19.8% | -15.4% | +35.2% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling